+306.5%
IVV vs VSH
+95.6%
+210.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -1.2% |
| 7D | -2.7% | -12.9% | +10.2% | +0.5% |
| 30D | -5.4% | -36.9% | +31.5% | +5.6% |
| 3M | -4.1% | -28.8% | +24.7% | +2.8% |
| 6M | +0.7% | -30.3% | +31.0% | +3.3% |
| YTD | +8.7% | +62.4% | -53.6% | -15.7% |
| 1Y | +11.0% | +62.5% | -51.5% | -14.3% |
| 3Y | +75.4% | +7.4% | +68.0% | +46.3% |
| 5Y | +68.3% | +25.4% | +42.9% | +29.5% |
| All | +306.5% | +95.6% | +210.9% | +157.1% |
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