+990.2%
IBKR vs VXUS
+151.1%
+839.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.1% |
| 7D | -1.3% | -1.4% | +0.1% | +0.2% |
| 30D | -0.2% | -0.5% | +0.2% | +0.5% |
| 3M | +3.0% | +2.6% | +0.4% | +0.5% |
| 6M | +33.9% | +10.9% | +23.0% | +20.8% |
| YTD | +42.5% | +16.1% | +26.4% | +23.0% |
| 1Y | +44.9% | +22.3% | +22.6% | +19.0% |
| 3Y | +293.0% | +72.0% | +221.0% | +128.0% |
| 5Y | +497.7% | +54.1% | +443.5% | +290.8% |
| All | +990.2% | +151.1% | +839.1% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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