+3.6%
IEF vs VICR
+1,679.8%
-1,676.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -0.2% |
| 7D | -1.3% | +5.0% | -6.3% | -1.3% |
| 30D | -1.7% | -12.5% | +10.7% | -1.8% |
| 3M | -2.5% | -33.6% | +31.1% | -2.6% |
| 6M | -3.3% | +10.7% | -13.9% | -3.2% |
| YTD | -2.8% | +80.6% | -83.4% | -2.6% |
| 1Y | -2.7% | +288.4% | -291.1% | -2.2% |
| 3Y | +8.9% | +213.8% | -204.9% | +9.4% |
| 5Y | -9.4% | +58.8% | -68.3% | -9.6% |
| All | +3.6% | +1,679.8% | -1,676.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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