+309.6%
IVV vs VXUS
+144.6%
+165.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.6% |
| 30D | -3.3% | -1.9% | -1.4% | -1.6% |
| 3M | -2.4% | -4.4% | +2.0% | +1.6% |
| 6M | +2.6% | -2.0% | +4.6% | +4.1% |
| YTD | +11.3% | +11.1% | +0.2% | 0.0% |
| 1Y | +13.4% | +15.1% | -1.6% | -1.4% |
| 3Y | +80.3% | +70.4% | +9.9% | +7.6% |
| 5Y | +72.7% | +47.2% | +25.5% | +18.4% |
| 10Y | +309.6% | +142.3% | +167.4% | +86.5% |
| All | +309.6% | +144.6% | +165.1% | +86.5% |
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