+55.5%
VXUS vs IEF
-8.3%
+63.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.0% | -0.7% | +1.7% | +1.3% |
| 3M | +5.7% | -0.4% | +6.1% | +5.8% |
| 6M | +13.6% | -2.5% | +16.1% | +14.6% |
| YTD | +17.4% | -1.6% | +19.0% | +18.1% |
| 1Y | +25.1% | -1.3% | +26.4% | +25.7% |
| 3Y | +75.8% | +10.1% | +65.7% | +71.2% |
| All | +55.5% | -8.3% | +63.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling