+82.2%
IBM vs VXUS
+69.0%
+13.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.1% | -0.6% | +0.5% |
| 30D | +9.2% | -1.1% | +10.3% | +9.8% |
| 3M | +4.9% | -5.6% | +10.6% | +8.0% |
| 6M | +16.8% | -2.3% | +19.0% | +17.4% |
| YTD | -14.3% | +10.4% | -24.6% | -21.0% |
| 1Y | -16.7% | +13.1% | -29.8% | -24.6% |
| 3Y | +82.2% | +68.0% | +14.2% | +30.9% |
| All | +82.2% | +69.0% | +13.3% | +30.9% |
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