-30.5%
VSH vs IBN
+35.8%
-66.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.1% |
| 7D | +14.3% | +1.9% | +12.5% | +14.9% |
| 30D | -7.9% | +22.1% | -30.0% | -3.2% |
| 3M | -19.9% | +17.1% | -37.0% | -15.1% |
| 6M | -30.5% | +35.5% | -66.1% | -22.8% |
| All | -30.5% | +35.8% | -66.3% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling