-18.7%
IBM vs VXUS
+13.7%
-32.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +10.1% | -1.2% | +11.3% | +10.4% |
| 3M | +4.8% | -3.8% | +8.7% | +5.7% |
| 6M | +12.6% | -1.7% | +14.3% | +12.9% |
| YTD | -13.9% | +11.4% | -25.3% | -22.7% |
| 1Y | -18.7% | +13.3% | -32.0% | -28.3% |
| All | -18.7% | +13.7% | -32.4% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling