+316.2%
IVV vs VSH
+173.1%
+143.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | +0.1% | +4.1% | -3.9% | -1.0% |
| 30D | +0.1% | -4.2% | +4.2% | +0.8% |
| 3M | +2.0% | -50.0% | +52.0% | +20.2% |
| 6M | +13.0% | +80.2% | -67.1% | -11.7% |
| YTD | +13.6% | +121.1% | -107.5% | -17.6% |
| 1Y | +20.1% | +112.0% | -91.9% | -12.5% |
| 3Y | +77.6% | +22.5% | +55.1% | +47.8% |
| 5Y | +82.5% | +64.0% | +18.4% | +33.1% |
| All | +316.2% | +173.1% | +143.1% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling