+249.7%
ICE vs VXUS
+140.9%
+108.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +12.9% | -2.5% | +15.5% | +14.6% |
| 3M | +17.5% | -4.6% | +22.2% | +20.8% |
| 6M | +14.0% | -2.6% | +16.6% | +14.8% |
| YTD | +10.0% | +10.4% | -0.4% | +0.7% |
| 1Y | +19.5% | +12.9% | +6.7% | +7.7% |
| 3Y | +66.8% | +68.4% | -1.6% | +10.5% |
| 5Y | +40.3% | +47.7% | -7.3% | +2.0% |
| 10Y | +249.7% | +142.2% | +107.5% | +66.8% |
| All | +249.7% | +140.9% | +108.8% | +66.8% |
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