+183.8%
VXUS vs IAG
+14.8%
+169.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.0% |
| 30D | +2.2% | +28.9% | -26.7% | 0.0% |
| 3M | +3.0% | +19.1% | -16.2% | +1.2% |
| 6M | +10.7% | -10.3% | +20.9% | +10.9% |
| YTD | +17.8% | +24.2% | -6.4% | +14.8% |
| 1Y | +27.6% | +116.5% | -88.9% | +18.9% |
| 3Y | +73.3% | +742.8% | -669.5% | +43.6% |
| 5Y | +54.3% | +753.3% | -699.0% | +24.5% |
| 10Y | +149.8% | +403.2% | -253.4% | +99.3% |
| All | +183.8% | +14.8% | +169.0% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling