+1,192.6%
IVV vs IEF
+127.0%
+1,065.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -1.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.7% |
| 30D | -3.7% | +1.8% | -5.5% | -2.2% |
| 3M | -2.7% | -1.2% | -1.5% | -3.7% |
| 6M | +2.2% | -2.5% | +4.7% | +0.1% |
| YTD | +10.9% | -2.5% | +13.4% | +8.5% |
| 1Y | +11.3% | -2.3% | +13.6% | +9.1% |
| 3Y | +76.9% | +11.3% | +65.6% | +94.2% |
| 5Y | +73.5% | -7.6% | +81.1% | +54.4% |
| 10Y | +307.4% | +7.3% | +300.1% | +337.4% |
| All | +1,192.6% | +127.0% | +1,065.6% | +3,595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling