+95.8%
IEF vs VIG
+617.8%
-522.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | 0.0% |
| 30D | -0.7% | -2.1% | +1.4% | -1.0% |
| 3M | -0.4% | +3.3% | -3.8% | -0.1% |
| 6M | -2.5% | +9.3% | -11.8% | -1.5% |
| YTD | -1.6% | +10.1% | -11.7% | -0.5% |
| 1Y | -1.3% | +14.7% | -16.0% | +0.3% |
| 3Y | +10.1% | +56.9% | -46.8% | +16.5% |
| 5Y | -8.3% | +62.9% | -71.2% | -2.3% |
| 10Y | +4.5% | +241.3% | -236.8% | +26.9% |
| All | +95.8% | +617.8% | -522.0% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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