+25.0%
V vs IEF
-3.1%
+28.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -0.4% | -1.9% | +1.6% | +0.3% |
| 30D | +6.3% | +1.1% | +5.2% | +6.2% |
| 3M | +17.2% | -1.9% | +19.1% | +17.5% |
| 6M | +29.2% | -2.4% | +31.6% | +29.6% |
| YTD | +20.8% | -3.0% | +23.8% | +20.5% |
| 1Y | +25.0% | -3.1% | +28.1% | +25.1% |
| All | +25.0% | -3.1% | +28.1% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling