+67.0%
VSH vs IBN
+54.0%
+13.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | +3.5% | -5.1% | +8.6% | +5.9% |
| 30D | -4.4% | -3.5% | -0.9% | -2.9% |
| 3M | -45.8% | +11.3% | -57.1% | -48.5% |
| 6M | +90.1% | +4.4% | +85.7% | +85.7% |
| YTD | +120.3% | -1.8% | +122.1% | +120.8% |
| 1Y | +112.2% | -8.0% | +120.2% | +117.2% |
| 3Y | +36.6% | +27.1% | +9.5% | +18.0% |
| 5Y | +67.0% | +54.5% | +12.5% | +27.4% |
| All | +67.0% | +54.0% | +13.0% | +27.4% |
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