-15.9%
ISHG vs VOO
+800.4%
-816.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.8% |
| 3M | -3.5% | -2.8% | -0.8% | -3.4% |
| 6M | -4.0% | +2.2% | -6.2% | -4.2% |
| YTD | -3.3% | +11.5% | -14.8% | -4.1% |
| 1Y | -2.2% | +13.5% | -15.7% | -3.1% |
| 3Y | +11.0% | +78.1% | -67.1% | +6.4% |
| 5Y | -3.9% | +73.1% | -77.0% | -8.2% |
| 10Y | -1.6% | +310.7% | -312.4% | -10.8% |
| All | -15.9% | +800.4% | -816.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 all: compounded portfolio wealth divided by compounded VOO 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…
all analysis · Full analysis span regression · 6 months rolling