+9.1%
IEF vs VSH
+33.4%
-24.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.2% | +2.8% | -4.0% | -1.2% |
| 30D | -1.5% | -6.0% | +4.5% | -1.4% |
| 3M | -1.7% | -42.6% | +41.0% | -1.2% |
| 6M | -3.5% | +82.1% | -85.6% | -4.2% |
| YTD | -2.6% | +117.5% | -120.2% | -3.5% |
| 1Y | -2.4% | +109.0% | -111.4% | -3.3% |
| All | +9.1% | +33.4% | -24.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling