+67.0%
VSH vs IVZ
+61.5%
+5.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +3.5% | +1.2% | +2.4% | +2.8% |
| 30D | -4.4% | +1.8% | -6.2% | -5.5% |
| 3M | -45.8% | +15.7% | -61.6% | -50.2% |
| 6M | +90.1% | +36.3% | +53.8% | +58.3% |
| YTD | +120.3% | +24.9% | +95.4% | +91.9% |
| 1Y | +112.2% | +48.9% | +63.3% | +67.1% |
| 3Y | +36.6% | +136.8% | -100.2% | -18.5% |
| 5Y | +67.0% | +60.0% | +7.1% | +14.2% |
| All | +67.0% | +61.5% | +5.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling