-44.6%
VG vs IEF
+4.8%
-49.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.7% |
| 7D | +14.0% | -2.0% | +15.9% | +4.9% |
| 30D | -1.0% | +0.7% | -1.7% | +2.5% |
| 3M | -2.7% | -2.5% | -0.2% | -12.3% |
| 6M | +1.5% | -2.6% | +4.0% | -6.9% |
| YTD | +93.7% | -3.2% | +96.9% | +75.1% |
| 1Y | +68.5% | -3.0% | +71.6% | +53.0% |
| All | -44.6% | +4.8% | -49.4% | -39.1% |
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 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