+165.8%
VXUS vs IEF
+37.3%
+128.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | +2.1% | -2.0% | +4.1% | +1.1% |
| 30D | -1.1% | +0.7% | -1.8% | -0.8% |
| 3M | -5.6% | -2.5% | -3.1% | -6.9% |
| 6M | -2.3% | -2.6% | +0.3% | -3.6% |
| YTD | +10.4% | -3.2% | +13.5% | +8.3% |
| 1Y | +13.1% | -3.0% | +16.1% | +11.1% |
| 3Y | +68.0% | +10.5% | +57.5% | +79.5% |
| 5Y | +45.8% | -8.2% | +54.0% | +26.9% |
| 10Y | +144.7% | +6.7% | +138.0% | +158.3% |
| All | +165.8% | +37.3% | +128.4% | +331.3% |
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