+112.0%
VSH vs IVZ
+56.4%
+55.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +4.1% | +0.6% | +3.4% | +3.6% |
| 30D | -4.2% | +4.0% | -8.2% | -6.8% |
| 3M | -50.0% | +18.2% | -68.2% | -55.1% |
| 6M | +80.2% | +32.8% | +47.4% | +48.9% |
| YTD | +121.1% | +28.7% | +92.3% | +82.1% |
| 1Y | +112.0% | +55.4% | +56.6% | +42.5% |
| All | +112.0% | +56.4% | +55.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling