+68.0%
VXUS vs IFF
+22.2%
+45.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.1% | -1.8% | +3.9% | +2.5% |
| 30D | -1.1% | -9.4% | +8.3% | +0.8% |
| 3M | -5.6% | -3.0% | -2.6% | -5.3% |
| 6M | -2.3% | +5.8% | -8.1% | -4.3% |
| YTD | +10.4% | +22.4% | -12.0% | +3.6% |
| 1Y | +13.1% | +23.0% | -10.0% | +5.9% |
| 3Y | +68.0% | +21.8% | +46.2% | +52.4% |
| All | +68.0% | +22.2% | +45.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling