+97.4%
IEF vs VO
+825.6%
-728.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | +3.1% | -5.1% | -1.7% |
| 30D | +0.7% | +2.2% | -1.5% | +0.9% |
| 3M | -2.5% | -2.5% | 0.0% | -2.7% |
| 6M | -2.6% | +7.0% | -9.5% | -2.0% |
| YTD | -3.2% | +14.0% | -17.2% | -2.0% |
| 1Y | -3.0% | +15.6% | -18.7% | -1.7% |
| 3Y | +10.5% | +66.2% | -55.6% | +16.2% |
| 5Y | -8.2% | +36.6% | -44.8% | -5.3% |
| 10Y | +6.7% | +199.0% | -192.3% | +22.7% |
| All | +97.4% | +825.6% | -728.2% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling