+197.4%
IXUS vs VT
+356.9%
-159.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | +2.1% | +1.0% | +1.1% | +1.2% |
| 3M | +3.0% | +2.4% | +0.6% | +0.8% |
| 6M | +10.8% | +12.0% | -1.2% | -0.1% |
| YTD | +18.1% | +15.3% | +2.8% | +3.6% |
| 1Y | +27.6% | +22.6% | +5.1% | +5.7% |
| 3Y | +74.0% | +74.7% | -0.6% | +2.8% |
| 5Y | +53.9% | +66.1% | -12.2% | -4.9% |
| 10Y | +150.1% | +225.0% | -74.9% | -20.4% |
| All | +197.4% | +356.9% | -159.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling