+165.8%
VXUS vs IFF
+101.9%
+63.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +2.1% | -1.8% | +3.9% | +2.7% |
| 30D | -1.1% | -9.4% | +8.3% | +2.0% |
| 3M | -5.6% | -3.0% | -2.6% | -5.0% |
| 6M | -2.3% | +5.8% | -8.1% | -5.1% |
| YTD | +10.4% | +22.4% | -12.0% | +0.7% |
| 1Y | +13.1% | +23.0% | -10.0% | +2.8% |
| 3Y | +68.0% | +21.8% | +46.2% | +49.5% |
| 5Y | +45.8% | -39.2% | +85.1% | +63.6% |
| 10Y | +144.7% | -12.4% | +157.1% | +110.7% |
| All | +165.8% | +101.9% | +63.8% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling