-9.5%
IEF vs VNQ
+7.0%
-16.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.3% | -1.3% | -0.1% | -1.2% |
| 30D | -1.7% | -2.6% | +0.8% | -1.4% |
| 3M | -2.5% | -2.0% | -0.5% | -2.3% |
| 6M | -3.3% | +4.3% | -7.6% | -3.8% |
| YTD | -2.8% | +9.2% | -12.1% | -4.0% |
| 1Y | -2.7% | +5.6% | -8.3% | -3.5% |
| 3Y | +8.9% | +30.8% | -21.9% | +4.8% |
| All | -9.5% | +7.0% | -16.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling