+37.9%
VSH vs IBN
+56.7%
-18.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | +26.2% | +5.7% | +20.5% | +24.6% |
| 30D | -12.5% | +20.5% | -33.0% | -17.0% |
| 3M | -16.9% | +15.2% | -32.2% | -20.1% |
| 6M | -17.0% | +34.5% | -51.5% | -24.5% |
| YTD | +93.8% | +16.4% | +77.5% | +84.3% |
| 1Y | +99.3% | +13.5% | +85.8% | +90.8% |
| All | +37.9% | +56.7% | -18.9% | +19.3% |
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