+183.8%
VXUS vs IVZ
+138.6%
+45.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +2.2% | +4.0% | -1.8% | +0.8% |
| 3M | +3.0% | +18.2% | -15.2% | -3.1% |
| 6M | +10.7% | +32.8% | -22.2% | -0.2% |
| YTD | +17.8% | +28.7% | -10.9% | +6.9% |
| 1Y | +27.6% | +55.4% | -27.8% | +8.1% |
| 3Y | +73.3% | +135.2% | -61.9% | +22.2% |
| 5Y | +54.3% | +64.2% | -9.9% | +19.3% |
| 10Y | +149.8% | +64.6% | +85.2% | +75.9% |
| All | +183.8% | +138.6% | +45.3% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling