+168.3%
VXUS vs IEF
+38.7%
+129.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.9% |
| 30D | -1.2% | +2.0% | -3.2% | -0.1% |
| 3M | -3.8% | -1.1% | -2.8% | -4.4% |
| 6M | -1.7% | -1.9% | +0.3% | -2.7% |
| YTD | +11.4% | -2.2% | +13.6% | +9.9% |
| 1Y | +13.3% | -2.3% | +15.7% | +11.7% |
| 3Y | +70.0% | +11.6% | +58.4% | +82.4% |
| 5Y | +48.1% | -7.1% | +55.1% | +29.8% |
| 10Y | +147.1% | +7.8% | +139.3% | +162.2% |
| All | +168.3% | +38.7% | +129.6% | +337.8% |
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