+40.2%
VSH vs IBN
+1,532.9%
-1,492.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +4.7% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | -4.2% | -0.3% | -3.8% | -4.1% |
| 3M | -50.0% | +17.1% | -67.1% | -52.6% |
| 6M | +80.2% | +3.4% | +76.8% | +77.8% |
| YTD | +121.1% | +2.5% | +118.6% | +118.7% |
| 1Y | +112.0% | -4.2% | +116.2% | +113.6% |
| 3Y | +22.5% | +32.4% | -9.9% | +9.9% |
| 5Y | +64.0% | +59.2% | +4.9% | +37.4% |
| 10Y | +170.4% | +345.7% | -175.3% | +52.3% |
| All | +40.2% | +1,532.9% | -1,492.7% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling