+35.6%
VSH vs IBN
+29.3%
+6.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | +6.2% | -2.2% | +8.4% | +7.0% |
| 30D | -11.1% | -2.3% | -8.8% | -10.4% |
| 3M | -44.9% | +15.9% | -60.8% | -47.9% |
| 6M | +90.0% | +5.6% | +84.4% | +85.1% |
| YTD | +118.8% | -0.1% | +118.9% | +117.0% |
| 1Y | +109.0% | -6.5% | +115.5% | +110.4% |
| 3Y | +35.6% | +29.3% | +6.3% | +20.6% |
| All | +35.6% | +29.3% | +6.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling