+47.6%
IEF vs VCLT
+103.3%
-55.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -0.7% | -0.6% | -0.2% | -0.5% |
| 3M | -0.4% | -2.2% | +1.8% | +0.5% |
| 6M | -2.5% | -2.9% | +0.4% | -1.3% |
| YTD | -1.6% | -2.1% | +0.5% | -0.8% |
| 1Y | -1.3% | -2.6% | +1.3% | -0.3% |
| 3Y | +10.1% | +12.5% | -2.4% | +4.7% |
| 5Y | -8.3% | -15.3% | +7.0% | -3.6% |
| 10Y | +4.5% | +16.6% | -12.2% | -5.6% |
| All | +47.6% | +103.3% | -55.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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