+131.6%
IBM vs VXUS
+145.9%
-14.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.3% | +1.6% | -1.3% | -0.9% |
| 30D | -1.5% | +1.0% | -2.5% | -2.2% |
| 3M | -16.8% | +5.7% | -22.4% | -20.9% |
| 6M | -9.0% | +13.6% | -22.6% | -18.5% |
| YTD | -20.1% | +17.4% | -37.5% | -30.4% |
| 1Y | -7.0% | +25.1% | -32.1% | -23.0% |
| 3Y | +72.4% | +75.8% | -3.4% | +7.8% |
| 5Y | +112.0% | +55.4% | +56.6% | +45.9% |
| 10Y | +131.6% | +146.4% | -14.9% | +7.2% |
| All | +131.6% | +145.9% | -14.3% | +7.2% |
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