+183.8%
VXUS vs IT
+415.0%
-231.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.6% |
| 7D | +1.0% | -6.0% | +7.1% | +2.5% |
| 30D | +2.2% | 0.0% | +2.2% | +1.9% |
| 3M | +3.0% | +13.1% | -10.1% | -2.0% |
| 6M | +10.7% | +11.7% | -1.0% | +4.6% |
| YTD | +17.8% | -26.1% | +43.9% | +24.1% |
| 1Y | +27.6% | -21.3% | +48.8% | +30.7% |
| 3Y | +73.3% | -46.7% | +120.0% | +93.4% |
| 5Y | +54.3% | -40.5% | +94.8% | +61.9% |
| 10Y | +149.8% | +103.9% | +45.9% | +53.7% |
| All | +183.8% | +415.0% | -231.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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