+313.4%
IVV vs VXUS
+146.5%
+166.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.4% |
| 30D | -2.3% | -1.2% | -1.2% | -1.3% |
| 3M | -1.2% | -3.8% | +2.7% | +2.3% |
| 6M | +3.3% | -1.7% | +5.0% | +4.5% |
| YTD | +12.3% | +11.4% | +0.9% | +0.6% |
| 1Y | +12.5% | +13.3% | -0.8% | -0.8% |
| 3Y | +79.2% | +70.0% | +9.2% | +7.2% |
| 5Y | +75.6% | +48.1% | +27.6% | +19.7% |
| 10Y | +313.4% | +147.1% | +166.3% | +84.8% |
| All | +313.4% | +146.5% | +166.9% | +84.8% |
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