-2.0%
IEF vs VRSN
+31.7%
-33.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +0.9% | +3.6% | -2.7% | +0.8% |
| 30D | +3.1% | +8.8% | -5.7% | +2.9% |
| 3M | -1.4% | +6.6% | -8.0% | -1.5% |
| 6M | -1.6% | +16.7% | -18.2% | -1.9% |
| YTD | -2.1% | +32.1% | -34.3% | -2.8% |
| 1Y | -2.0% | +34.1% | -36.1% | -2.5% |
| All | -2.0% | +31.7% | -33.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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