-2.0%
IEF vs VO
+16.3%
-18.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | +3.1% | +2.6% | +0.5% | +2.6% |
| 3M | -1.4% | -0.3% | -1.1% | -1.4% |
| 6M | -1.6% | +7.6% | -9.1% | -2.6% |
| YTD | -2.1% | +14.7% | -16.9% | -3.8% |
| 1Y | -2.0% | +16.4% | -18.4% | -3.7% |
| All | -2.0% | +16.3% | -18.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling