+7.6%
IEF vs VT
+223.7%
-216.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | 0.0% |
| 7D | +0.3% | +0.4% | 0.0% | +0.3% |
| 30D | +2.7% | -2.6% | +5.3% | +2.6% |
| 3M | -0.8% | -3.2% | +2.5% | -0.9% |
| 6M | -1.7% | +0.9% | -2.6% | -1.6% |
| YTD | -1.6% | +11.3% | -12.9% | -1.2% |
| 1Y | -1.6% | +14.0% | -15.6% | -1.0% |
| 3Y | +12.4% | +75.8% | -63.5% | +15.4% |
| 5Y | -7.6% | +57.8% | -65.4% | -6.3% |
| 10Y | +7.6% | +219.8% | -212.2% | +15.9% |
| All | +7.6% | +223.7% | -216.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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