+183.8%
VXUS vs IEF
+39.7%
+144.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -0.3% | +1.3% | +0.9% |
| 30D | +2.2% | -0.8% | +3.0% | +1.8% |
| 3M | +3.0% | -1.0% | +3.9% | +2.4% |
| 6M | +10.7% | -2.8% | +13.4% | +8.8% |
| YTD | +17.8% | -1.5% | +19.3% | +16.7% |
| 1Y | +27.6% | -0.4% | +28.0% | +27.2% |
| 3Y | +73.3% | +9.7% | +63.6% | +83.1% |
| 5Y | +54.3% | -8.3% | +62.7% | +32.4% |
| 10Y | +149.8% | +4.6% | +145.2% | +153.2% |
| All | +183.8% | +39.7% | +144.1% | +364.8% |
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