+142.3%
VXUS vs IBB
+139.6%
+2.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.6% |
| 7D | +0.8% | +2.7% | -1.9% | -0.5% |
| 30D | -1.9% | +6.3% | -8.2% | -4.7% |
| 3M | -4.4% | +11.1% | -15.5% | -9.3% |
| 6M | -2.0% | +29.2% | -31.2% | -13.7% |
| YTD | +11.1% | +30.2% | -19.1% | -2.6% |
| 1Y | +15.1% | +39.5% | -24.4% | -2.5% |
| 3Y | +70.4% | +92.3% | -21.9% | +22.3% |
| 5Y | +47.2% | +43.0% | +4.2% | +19.9% |
| 10Y | +142.3% | +137.1% | +5.2% | +54.9% |
| All | +142.3% | +139.6% | +2.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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