+318.8%
VWO vs IEF
+95.0%
+223.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -2.3% |
| 7D | -1.7% | -1.2% | -0.5% | -2.9% |
| 30D | -0.3% | -1.5% | +1.2% | -1.8% |
| 3M | +4.0% | -1.7% | +5.6% | +2.2% |
| 6M | +8.1% | -3.5% | +11.6% | +3.9% |
| YTD | +11.6% | -2.6% | +14.3% | +8.3% |
| 1Y | +16.2% | -2.4% | +18.6% | +13.1% |
| 3Y | +63.3% | +8.9% | +54.3% | +78.3% |
| 5Y | +33.4% | -9.2% | +42.6% | +10.9% |
| 10Y | +113.3% | +3.9% | +109.5% | +121.6% |
| All | +318.8% | +95.0% | +223.8% | +1,141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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