+3.6%
IEF vs VTR
+99.2%
-95.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -1.7% | +1.1% | -2.8% | -1.8% |
| 3M | -2.5% | +7.9% | -10.4% | -2.7% |
| 6M | -3.3% | +6.2% | -9.4% | -3.4% |
| YTD | -2.8% | +17.7% | -20.5% | -3.1% |
| 1Y | -2.7% | +32.9% | -35.6% | -3.2% |
| 3Y | +8.9% | +129.7% | -120.8% | +7.6% |
| 5Y | -9.4% | +89.3% | -98.7% | -10.5% |
| All | +3.6% | +99.2% | -95.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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