+129.8%
IEF vs VFC
+178.9%
-49.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | -0.8% | -11.6% | +10.8% | -1.1% |
| 3M | -1.0% | -18.1% | +17.1% | -1.4% |
| 6M | -2.8% | -27.4% | +24.6% | -3.5% |
| YTD | -1.5% | -24.8% | +23.3% | -2.1% |
| 1Y | -0.4% | -8.2% | +7.8% | -0.3% |
| 3Y | +9.7% | -29.1% | +38.8% | +10.2% |
| 5Y | -8.3% | -79.2% | +70.8% | -13.3% |
| 10Y | +4.6% | -68.1% | +72.7% | +3.7% |
| All | +129.8% | +178.9% | -49.1% | +173.4% |
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