+39.9%
VSH vs IBN
+73.5%
-33.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.4% |
| 7D | +14.3% | +1.9% | +12.5% | +13.6% |
| 30D | -7.9% | +22.1% | -30.0% | -15.6% |
| 3M | -19.9% | +17.1% | -37.0% | -25.3% |
| 6M | -30.5% | +35.5% | -66.1% | -39.6% |
| YTD | +85.7% | +16.8% | +68.9% | +72.3% |
| 1Y | +98.9% | +12.4% | +86.5% | +87.7% |
| 3Y | +32.1% | +58.0% | -26.0% | +2.1% |
| All | +39.9% | +73.5% | -33.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling