+129.8%
IEF vs VRSN
+5,372.0%
-5,242.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -1.0% | -0.3% | -0.7% | -0.9% |
| 6M | -2.8% | +23.0% | -25.7% | -1.9% |
| YTD | -1.5% | +21.3% | -22.8% | -0.6% |
| 1Y | -0.4% | +6.7% | -7.2% | 0.0% |
| 3Y | +9.7% | +45.0% | -35.3% | +11.6% |
| 5Y | -8.3% | +35.0% | -43.4% | -6.8% |
| 10Y | +4.6% | +276.3% | -271.7% | +12.8% |
| All | +129.8% | +5,372.0% | -5,242.2% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling