+172.5%
VEA vs IEF
+81.6%
+90.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +0.8% | -0.7% | +1.5% | +0.2% |
| 3M | +5.7% | -0.4% | +6.1% | +5.3% |
| 6M | +13.3% | -2.5% | +15.8% | +10.7% |
| YTD | +18.4% | -1.6% | +20.0% | +16.6% |
| 1Y | +27.0% | -1.3% | +28.3% | +25.3% |
| 3Y | +79.3% | +10.1% | +69.2% | +94.1% |
| 5Y | +62.1% | -8.3% | +70.4% | +38.2% |
| 10Y | +160.3% | +4.5% | +155.8% | +167.5% |
| All | +172.5% | +81.6% | +90.9% | +655.7% |
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