+130.0%
VSH vs IVZ
+973.1%
-843.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -5.4% |
| 7D | +14.3% | +7.6% | +6.7% | +10.4% |
| 30D | -7.9% | +4.3% | -12.2% | -9.2% |
| 3M | -19.9% | -9.3% | -10.5% | -15.2% |
| 6M | -30.5% | +5.2% | -35.8% | -31.5% |
| YTD | +85.7% | +13.4% | +72.2% | +75.4% |
| 1Y | +98.9% | +25.4% | +73.6% | +79.0% |
| 3Y | +32.1% | +152.5% | -120.4% | -15.5% |
| 5Y | +39.7% | +36.7% | +3.0% | +15.8% |
| 10Y | +117.6% | +45.0% | +72.6% | +58.9% |
| All | +130.0% | +973.1% | -843.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling