+134.8%
VXUS vs IBB
+156.3%
-21.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -1.8% | -1.8% | +0.1% | -1.0% |
| 30D | -4.6% | +5.1% | -9.6% | -6.8% |
| 3M | -6.1% | +10.7% | -16.8% | -10.7% |
| 6M | -4.9% | +22.9% | -27.8% | -14.1% |
| YTD | +8.1% | +26.7% | -18.6% | -3.9% |
| 1Y | +12.1% | +35.1% | -23.0% | -3.3% |
| 3Y | +63.9% | +80.2% | -16.3% | +22.0% |
| 5Y | +43.1% | +37.8% | +5.3% | +18.9% |
| All | +134.8% | +156.3% | -21.6% | +56.5% |
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