+130.0%
VSH vs IVZ
+965.0%
-835.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -5.0% |
| 7D | +14.3% | +6.8% | +7.6% | +10.9% |
| 30D | -7.9% | +3.5% | -11.4% | -8.9% |
| 3M | -19.9% | -10.0% | -9.8% | -14.9% |
| 6M | -30.5% | +4.5% | -35.0% | -31.2% |
| YTD | +85.7% | +12.6% | +73.1% | +76.1% |
| 1Y | +98.9% | +24.4% | +74.5% | +79.7% |
| 3Y | +32.1% | +150.6% | -118.5% | -15.1% |
| 5Y | +39.7% | +35.7% | +4.0% | +16.3% |
| 10Y | +117.6% | +43.9% | +73.7% | +59.5% |
| All | +130.0% | +965.0% | -835.0% | -13.7% |
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 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