+150.1%
VXUS vs IBN
+312.2%
-162.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.3% |
| 7D | +0.3% | -5.1% | +5.4% | +1.8% |
| 30D | +0.7% | -3.5% | +4.2% | +1.6% |
| 3M | +4.8% | +11.3% | -6.6% | +1.5% |
| 6M | +11.3% | +4.4% | +6.9% | +9.8% |
| YTD | +16.5% | -1.8% | +18.3% | +16.7% |
| 1Y | +24.3% | -8.0% | +32.3% | +26.5% |
| 3Y | +74.5% | +27.1% | +47.4% | +60.9% |
| 5Y | +54.3% | +54.5% | -0.2% | +33.5% |
| 10Y | +150.1% | +314.2% | -164.1% | +70.6% |
| All | +150.1% | +312.2% | -162.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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