+75.4%
IVV vs IEF
+12.2%
+63.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -5.4% | +3.1% | -8.5% | -5.9% |
| 3M | -4.1% | -0.5% | -3.6% | -4.0% |
| 6M | +0.7% | -1.6% | +2.4% | +1.0% |
| YTD | +8.7% | -1.6% | +10.3% | +9.0% |
| 1Y | +11.0% | -1.5% | +12.4% | +11.2% |
| 3Y | +75.4% | +12.4% | +63.0% | +67.7% |
| All | +75.4% | +12.2% | +63.2% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling