+150.1%
VXUS vs IVZ
+60.3%
+89.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | +0.7% | +1.8% | -1.1% | +0.1% |
| 3M | +4.8% | +15.7% | -11.0% | +0.1% |
| 6M | +11.3% | +36.3% | -25.0% | +1.3% |
| YTD | +16.5% | +24.9% | -8.4% | +8.3% |
| 1Y | +24.3% | +48.9% | -24.7% | +9.5% |
| 3Y | +74.5% | +136.8% | -62.3% | +30.1% |
| 5Y | +54.3% | +60.0% | -5.6% | +25.3% |
| 10Y | +150.1% | +63.4% | +86.7% | +85.3% |
| All | +150.1% | +60.3% | +89.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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