+362.3%
IGV vs VXUS
+146.5%
+215.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -0.7% |
| 30D | -8.1% | -1.2% | -6.9% | -7.0% |
| 3M | -1.6% | -3.8% | +2.2% | +2.2% |
| 6M | +12.7% | -1.7% | +14.4% | +13.9% |
| YTD | -3.3% | +11.4% | -14.7% | -15.2% |
| 1Y | -7.9% | +13.3% | -21.2% | -20.7% |
| 3Y | +40.3% | +70.0% | -29.6% | -21.8% |
| 5Y | +17.3% | +48.1% | -30.8% | -23.8% |
| 10Y | +362.3% | +147.1% | +215.2% | +81.8% |
| All | +362.3% | +146.5% | +215.8% | +81.8% |
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