+3.6%
IEF vs VRSN
+299.1%
-295.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.3% | +0.2% | -1.6% | -1.3% |
| 30D | -1.7% | +3.8% | -5.5% | -1.7% |
| 3M | -2.5% | +5.0% | -7.5% | -2.5% |
| 6M | -3.3% | +24.9% | -28.1% | -3.2% |
| YTD | -2.8% | +21.6% | -24.4% | -2.8% |
| 1Y | -2.7% | +2.4% | -5.1% | -2.7% |
| 3Y | +8.9% | +47.3% | -38.4% | +9.0% |
| 5Y | -9.4% | +34.7% | -44.2% | -9.6% |
| All | +3.6% | +299.1% | -295.5% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling