+9.6%
IEF vs VTEB
+25.1%
-15.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -1.5% | -2.9% | +1.4% | +0.2% |
| 3M | -1.7% | -3.2% | +1.5% | +0.2% |
| 6M | -3.5% | -2.6% | -0.9% | -2.0% |
| YTD | -2.6% | -1.8% | -0.8% | -1.6% |
| 1Y | -2.4% | +0.2% | -2.6% | -2.5% |
| 3Y | +8.9% | +8.2% | +0.7% | +4.7% |
| 5Y | -9.2% | +0.8% | -10.1% | -11.0% |
| 10Y | +3.9% | +17.7% | -13.8% | -9.3% |
| All | +9.6% | +25.1% | -15.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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