+374.9%
V vs IEF
+4.0%
+371.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | -0.3% |
| 7D | -3.0% | -1.2% | -1.9% | -3.5% |
| 30D | +1.2% | -1.5% | +2.7% | +0.6% |
| 3M | +13.9% | -1.7% | +15.6% | +13.2% |
| 6M | +17.2% | -3.5% | +20.8% | +15.6% |
| YTD | +5.3% | -2.6% | +8.0% | +4.3% |
| 1Y | +9.5% | -2.4% | +11.9% | +8.5% |
| 3Y | +51.9% | +8.9% | +43.0% | +58.1% |
| 5Y | +69.6% | -9.2% | +78.8% | +41.5% |
| All | +374.9% | +4.0% | +371.0% | +359.6% |
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