-9.2%
IEF vs VSAT
+50.0%
-59.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -1.2% | +3.4% | -4.6% | -1.2% |
| 30D | -1.5% | -12.2% | +10.8% | -1.4% |
| 3M | -1.7% | +20.6% | -22.3% | -1.9% |
| 6M | -3.5% | +60.2% | -63.7% | -3.9% |
| YTD | -2.6% | +115.3% | -117.9% | -3.2% |
| 1Y | -2.4% | +154.6% | -157.0% | -3.1% |
| 3Y | +8.9% | +211.2% | -202.2% | +7.6% |
| 5Y | -9.2% | +52.7% | -61.9% | -9.9% |
| All | -9.2% | +50.0% | -59.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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