+75.8%
VXUS vs IVZ
+140.4%
-64.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +1.0% | +3.1% | -2.1% | +0.2% |
| 3M | +5.7% | +18.2% | -12.5% | +1.0% |
| 6M | +13.6% | +38.6% | -25.0% | +4.3% |
| YTD | +17.4% | +25.9% | -8.5% | +9.8% |
| 1Y | +25.1% | +51.7% | -26.6% | +11.6% |
| 3Y | +75.8% | +138.7% | -62.8% | +35.3% |
| All | +75.8% | +140.4% | -64.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling