-12.3%
IP vs VSH
+19.6%
-31.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.8% | +10.8% | -0.9% |
| 7D | -5.0% | -25.2% | +20.2% | +0.5% |
| 30D | +6.5% | -41.8% | +48.3% | +18.5% |
| 3M | -18.0% | -33.4% | +15.4% | -12.2% |
| 6M | +10.3% | -31.0% | +41.4% | +11.3% |
| YTD | -9.9% | +53.6% | -63.5% | -30.4% |
| 1Y | -1.1% | +46.3% | -47.4% | -22.6% |
| 3Y | +13.0% | -1.0% | +14.0% | -4.5% |
| 5Y | -12.3% | +18.6% | -30.9% | -34.4% |
| All | -12.3% | +19.6% | -31.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling