-3.3%
LVS vs IEF
+3.8%
-7.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.4% |
| 7D | -3.5% | -1.3% | -2.1% | -4.5% |
| 30D | -6.2% | -1.7% | -4.5% | -7.5% |
| 3M | -14.8% | -2.5% | -12.3% | -16.5% |
| 6M | -20.9% | -3.3% | -17.6% | -22.9% |
| YTD | -33.0% | -2.8% | -30.2% | -34.5% |
| 1Y | -20.0% | -2.7% | -17.3% | -21.7% |
| 3Y | -6.9% | +8.9% | -15.8% | +0.4% |
| 5Y | +9.1% | -9.4% | +18.5% | -15.2% |
| All | -3.3% | +3.8% | -7.1% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling