+127.2%
IEF vs VTRS
+55.5%
+71.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.2% | -3.3% | +2.1% | -1.3% |
| 30D | -1.5% | +1.4% | -2.8% | -1.4% |
| 3M | -1.7% | +4.6% | -6.3% | -1.5% |
| 6M | -3.5% | +18.1% | -21.6% | -3.0% |
| YTD | -2.6% | +34.7% | -37.3% | -1.6% |
| 1Y | -2.4% | +65.6% | -68.0% | -0.7% |
| 3Y | +8.9% | +83.8% | -74.9% | +11.6% |
| 5Y | -9.2% | +46.5% | -55.7% | -7.4% |
| 10Y | +3.9% | -48.6% | +52.4% | +3.4% |
| All | +127.2% | +55.5% | +71.7% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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