+125.9%
IEF vs VFC
+331.9%
-206.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -1.9% |
| 30D | +0.7% | +25.5% | -24.8% | +1.4% |
| 3M | -2.5% | +41.3% | -43.8% | -1.5% |
| 6M | -2.6% | +22.2% | -24.8% | -1.9% |
| YTD | -3.2% | +16.4% | -19.6% | -2.6% |
| 1Y | -3.0% | +38.4% | -41.5% | -1.8% |
| 3Y | +10.5% | +56.2% | -45.7% | +14.2% |
| 5Y | -8.2% | -68.2% | +60.0% | -12.2% |
| 10Y | +6.7% | -48.4% | +55.1% | +7.4% |
| All | +125.9% | +331.9% | -206.0% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling