+3.6%
IEF vs VSH
+196.4%
-192.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.1% |
| 7D | -1.3% | +4.8% | -6.1% | -1.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -2.5% | -43.1% | +40.5% | -3.1% |
| 6M | -3.3% | +91.8% | -95.0% | -1.8% |
| YTD | -2.8% | +131.6% | -134.4% | -1.0% |
| 1Y | -2.7% | +118.1% | -120.8% | -1.0% |
| 3Y | +8.9% | +40.9% | -32.0% | +10.0% |
| 5Y | -9.4% | +75.8% | -85.2% | -7.4% |
| All | +3.6% | +196.4% | -192.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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