-38.0%
VG vs IEF
+6.5%
-44.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.2% |
| 30D | +11.1% | -0.7% | +11.8% | +7.9% |
| 3M | +14.9% | -0.4% | +15.3% | +14.3% |
| 6M | +18.4% | -2.5% | +20.8% | +12.6% |
| YTD | +116.6% | -1.6% | +118.2% | +109.3% |
| 1Y | +9.4% | -1.3% | +10.7% | +7.3% |
| All | -38.0% | +6.5% | -44.6% | -27.2% |
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 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