+7.3%
IEF vs VT
+221.8%
-214.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +2.4% | -4.3% | -1.9% |
| 30D | +0.7% | -1.5% | +2.2% | +0.7% |
| 3M | -2.5% | -4.1% | +1.6% | -2.6% |
| 6M | -2.6% | +0.6% | -3.1% | -2.5% |
| YTD | -3.2% | +11.0% | -14.2% | -2.8% |
| 1Y | -3.0% | +13.3% | -16.4% | -2.5% |
| 3Y | +10.5% | +73.4% | -62.9% | +13.5% |
| 5Y | -8.2% | +57.4% | -65.6% | -6.9% |
| All | +7.3% | +221.8% | -214.4% | +16.3% |
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