+63.4%
IEF vs VT
+346.0%
-282.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +0.1% | -2.3% | +2.4% | -0.1% |
| 30D | +3.1% | -5.0% | +8.0% | +2.6% |
| 3M | -0.8% | -4.9% | +4.1% | -1.2% |
| 6M | -2.0% | -1.5% | -0.4% | -2.1% |
| YTD | -1.9% | +8.5% | -10.4% | -1.1% |
| 1Y | -1.8% | +11.4% | -13.2% | -0.7% |
| 3Y | +12.0% | +70.1% | -58.0% | +18.3% |
| 5Y | -7.8% | +53.7% | -61.6% | -3.7% |
| 10Y | +4.8% | +220.0% | -215.1% | +21.4% |
| All | +63.4% | +346.0% | -282.6% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling