+364.4%
IGV vs VXUS
+146.7%
+217.7%
-45.9%
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% | 0.0% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | -3.0% | +0.7% | -3.7% | -3.7% |
| 3M | +9.6% | +4.8% | +4.8% | +4.1% |
| 6M | +16.1% | +11.3% | +4.8% | +2.7% |
| YTD | -3.6% | +16.5% | -20.1% | -19.1% |
| 1Y | -7.8% | +24.3% | -32.1% | -27.8% |
| 3Y | +40.0% | +74.5% | -34.5% | -23.7% |
| 5Y | +21.2% | +54.3% | -33.1% | -24.3% |
| 10Y | +364.4% | +150.1% | +214.3% | +80.9% |
| All | +364.4% | +146.7% | +217.7% | +80.9% |
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 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