+3.8%
IEF vs VFC
-70.4%
+74.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.2% | -3.3% | +2.1% | -1.2% |
| 30D | -1.5% | -14.0% | +12.5% | -1.6% |
| 3M | -1.7% | -22.6% | +20.9% | -1.8% |
| 6M | -3.5% | -24.7% | +21.2% | -3.7% |
| YTD | -2.6% | -29.0% | +26.3% | -2.8% |
| 1Y | -2.4% | -13.8% | +11.4% | -2.3% |
| 3Y | +8.9% | -28.2% | +37.2% | +9.2% |
| 5Y | -9.2% | -79.0% | +69.7% | -13.0% |
| All | +3.8% | -70.4% | +74.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling