+80.4%
IBM vs VXUS
+63.2%
+17.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.1% |
| 30D | +11.1% | -4.6% | +15.7% | +13.8% |
| 3M | +5.7% | -6.1% | +11.8% | +9.1% |
| 6M | +10.1% | -4.9% | +15.0% | +12.3% |
| YTD | -15.6% | +8.1% | -23.7% | -21.4% |
| 1Y | -19.5% | +12.1% | -31.6% | -27.0% |
| 3Y | +80.4% | +63.9% | +16.5% | +29.9% |
| All | +80.4% | +63.2% | +17.2% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling