+68.3%
V vs IEF
-8.3%
+76.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +1.9% | -0.7% | +2.6% | +2.0% |
| 3M | +15.5% | -0.4% | +16.0% | +15.6% |
| 6M | +16.6% | -2.5% | +19.1% | +16.9% |
| YTD | +5.7% | -1.6% | +7.3% | +5.9% |
| 1Y | +8.6% | -1.3% | +9.9% | +8.7% |
| 3Y | +52.5% | +10.1% | +42.4% | +50.9% |
| All | +68.3% | -8.3% | +76.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling