+3.8%
IEF vs VO
+197.9%
-194.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.2% | -2.5% | +1.3% | -1.3% |
| 30D | -1.5% | -3.2% | +1.8% | -1.6% |
| 3M | -1.7% | +3.9% | -5.6% | -1.5% |
| 6M | -3.5% | +9.6% | -13.2% | -3.2% |
| YTD | -2.6% | +11.6% | -14.2% | -2.3% |
| 1Y | -2.4% | +12.6% | -15.0% | -2.0% |
| 3Y | +8.9% | +55.4% | -46.5% | +10.9% |
| 5Y | -9.2% | +41.8% | -51.1% | -8.3% |
| All | +3.8% | +197.9% | -194.2% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling