+214.9%
ICE vs VXUS
+146.7%
+68.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -0.9% | +0.3% | -1.1% | -1.0% |
| 30D | +4.0% | +0.7% | +3.3% | +3.5% |
| 3M | +11.0% | +4.8% | +6.2% | +7.1% |
| 6M | -5.0% | +11.3% | -16.3% | -12.6% |
| YTD | -2.7% | +16.5% | -19.2% | -13.7% |
| 1Y | -8.6% | +24.3% | -32.9% | -22.7% |
| 3Y | +41.4% | +74.5% | -33.1% | -7.8% |
| 5Y | +39.9% | +54.3% | -14.5% | -0.7% |
| 10Y | +214.9% | +150.1% | +64.8% | +51.7% |
| All | +214.9% | +146.7% | +68.2% | +51.7% |
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