+83.4%
IEF vs VYM
+484.2%
-400.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -1.4% |
| 30D | -1.5% | -2.6% | +1.1% | -1.8% |
| 3M | -1.7% | +3.6% | -5.2% | -1.3% |
| 6M | -3.5% | +8.7% | -12.2% | -2.6% |
| YTD | -2.6% | +14.1% | -16.8% | -1.1% |
| 1Y | -2.4% | +17.8% | -20.2% | -0.4% |
| 3Y | +8.9% | +64.5% | -55.6% | +16.1% |
| 5Y | -9.2% | +77.5% | -86.8% | -2.0% |
| 10Y | +3.9% | +206.1% | -202.3% | +23.3% |
| All | +83.4% | +484.2% | -400.7% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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