+92.7%
IEF vs VNQ
+382.8%
-290.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.2% | -2.6% | +1.4% | -1.3% |
| 30D | -1.5% | -2.3% | +0.9% | -1.5% |
| 3M | -1.7% | -2.8% | +1.1% | -1.8% |
| 6M | -3.5% | +2.5% | -6.0% | -3.4% |
| YTD | -2.6% | +8.4% | -11.1% | -2.4% |
| 1Y | -2.4% | +6.8% | -9.2% | -2.1% |
| 3Y | +8.9% | +29.9% | -21.0% | +10.1% |
| 5Y | -9.2% | +7.2% | -16.4% | -9.0% |
| 10Y | +3.9% | +62.5% | -58.7% | +7.1% |
| All | +92.7% | +382.8% | -290.1% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling