+175.8%
VSH vs IVZ
+64.1%
+111.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +3.1% | -2.4% | +5.5% | +4.5% |
| 30D | -5.7% | +2.5% | -8.2% | -7.1% |
| 3M | -42.5% | +17.1% | -59.5% | -47.2% |
| 6M | +82.7% | +35.1% | +47.5% | +54.6% |
| YTD | +118.2% | +24.3% | +93.9% | +92.5% |
| 1Y | +109.7% | +48.7% | +61.0% | +68.0% |
| 3Y | +35.3% | +135.6% | -100.3% | -16.4% |
| 5Y | +65.6% | +60.3% | +5.3% | +19.4% |
| All | +175.8% | +64.1% | +111.7% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling