+125.9%
IEF vs VSH
+143.8%
-18.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.3% |
| 7D | -2.0% | +14.3% | -16.3% | -1.5% |
| 30D | +0.7% | -7.9% | +8.6% | +0.6% |
| 3M | -2.5% | -19.9% | +17.4% | -2.9% |
| 6M | -2.6% | -30.5% | +28.0% | -3.0% |
| YTD | -3.2% | +85.7% | -88.9% | 0.0% |
| 1Y | -3.0% | +98.9% | -102.0% | +0.4% |
| 3Y | +10.5% | +32.1% | -21.6% | +13.6% |
| 5Y | -8.2% | +39.7% | -47.8% | -5.0% |
| 10Y | +6.7% | +117.6% | -110.9% | +14.6% |
| All | +125.9% | +143.8% | -18.0% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling