+168.4%
IBM vs VXUS
+179.6%
-11.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -1.0% |
| 30D | +0.3% | +2.2% | -1.9% | -1.2% |
| 3M | -21.6% | +3.0% | -24.6% | -23.7% |
| 6M | -4.7% | +10.7% | -15.4% | -12.3% |
| YTD | -19.1% | +17.8% | -36.9% | -28.9% |
| 1Y | -2.5% | +27.6% | -30.1% | -19.1% |
| 3Y | +74.2% | +73.3% | +0.9% | +15.3% |
| 5Y | +113.1% | +54.3% | +58.8% | +51.8% |
| 10Y | +133.5% | +149.8% | -16.3% | +17.2% |
| All | +168.4% | +179.6% | -11.2% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling