-8.8%
IEF vs VO
+42.2%
-51.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -0.6% | -1.9% | +1.4% | -0.5% |
| 3M | -1.0% | +3.3% | -4.2% | -1.2% |
| 6M | -3.1% | +9.7% | -12.8% | -3.6% |
| YTD | -1.9% | +12.6% | -14.5% | -2.5% |
| 1Y | -1.4% | +13.6% | -15.0% | -2.1% |
| 3Y | +9.8% | +56.8% | -47.0% | +6.8% |
| 5Y | -8.8% | +42.3% | -51.1% | -12.6% |
| All | -8.8% | +42.2% | -51.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling