+169.8%
VXUS vs IP
+143.9%
+25.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +0.2% | +3.4% | -3.2% | -1.0% |
| 30D | -2.3% | +11.2% | -13.5% | -5.7% |
| 3M | -2.8% | -14.8% | +12.0% | +1.8% |
| 6M | +2.6% | +17.3% | -14.7% | -4.0% |
| YTD | +12.0% | -6.2% | +18.2% | +11.3% |
| 1Y | +16.5% | +2.3% | +14.2% | +12.1% |
| 3Y | +69.7% | +17.7% | +52.0% | +46.6% |
| 5Y | +48.7% | -8.4% | +57.1% | +38.7% |
| 10Y | +148.0% | +32.1% | +115.9% | +82.9% |
| All | +169.8% | +143.9% | +25.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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