+35.6%
VSH vs IVZ
+140.4%
-104.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.5% |
| 7D | +6.2% | +1.1% | +5.1% | +5.3% |
| 30D | -11.1% | +3.1% | -14.2% | -13.1% |
| 3M | -44.9% | +18.2% | -63.1% | -50.8% |
| 6M | +90.0% | +38.6% | +51.3% | +51.3% |
| YTD | +118.8% | +25.9% | +92.9% | +84.6% |
| 1Y | +109.0% | +51.7% | +57.3% | +54.6% |
| 3Y | +35.6% | +138.7% | -103.0% | -28.7% |
| All | +35.6% | +140.4% | -104.7% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling