-8.8%
IEF vs VSH
+67.3%
-76.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | -0.6% | -4.4% | +3.8% | -0.5% |
| 3M | -1.0% | -45.8% | +44.8% | -0.6% |
| 6M | -3.1% | +90.1% | -93.2% | -3.5% |
| YTD | -1.9% | +120.3% | -122.2% | -2.5% |
| 1Y | -1.4% | +112.2% | -113.6% | -2.0% |
| 3Y | +9.8% | +36.6% | -26.8% | +9.6% |
| 5Y | -8.8% | +67.0% | -75.8% | -9.1% |
| All | -8.8% | +67.3% | -76.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling