+1,224.1%
IVV vs IEF
+129.4%
+1,094.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | -0.1% |
| 30D | +0.1% | -0.8% | +0.9% | -0.6% |
| 3M | +2.0% | -1.0% | +3.0% | +1.1% |
| 6M | +13.0% | -2.8% | +15.8% | +10.3% |
| YTD | +13.6% | -1.5% | +15.1% | +12.0% |
| 1Y | +20.1% | -0.4% | +20.5% | +19.5% |
| 3Y | +77.6% | +9.7% | +68.0% | +92.0% |
| 5Y | +82.5% | -8.3% | +90.8% | +60.3% |
| 10Y | +316.5% | +4.6% | +311.9% | +333.2% |
| All | +1,224.1% | +129.4% | +1,094.7% | +3,716.9% |
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