-51.4%
VG vs IEF
+6.6%
-57.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | -0.4% |
| 7D | -22.0% | +0.1% | -22.2% | -21.6% |
| 30D | -11.6% | +3.1% | -14.7% | +0.5% |
| 3M | -14.9% | -0.5% | -14.4% | -16.5% |
| 6M | -3.5% | -1.6% | -1.9% | -7.7% |
| YTD | +70.0% | -1.6% | +71.5% | +64.2% |
| 1Y | +50.0% | -1.5% | +51.5% | +45.5% |
| All | -51.4% | +6.6% | -57.9% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling