+142.2%
VXUS vs IAG
+336.8%
-194.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.1% |
| 7D | +0.5% | +16.8% | -16.3% | -1.0% |
| 30D | -2.5% | -1.5% | -1.1% | -2.6% |
| 3M | -4.6% | +0.5% | -5.1% | -5.0% |
| 6M | -2.6% | -1.0% | -1.7% | -3.2% |
| YTD | +10.4% | +12.3% | -1.9% | +8.0% |
| 1Y | +12.9% | +39.2% | -26.4% | +8.4% |
| 3Y | +68.4% | +712.3% | -643.9% | +37.2% |
| 5Y | +47.7% | +484.2% | -436.6% | +19.1% |
| 10Y | +142.2% | +382.3% | -240.1% | +90.6% |
| All | +142.2% | +336.8% | -194.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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