+2,260.0%
VGT vs IEF
+100.3%
+2,159.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.2% |
| 30D | +0.5% | -0.6% | +1.1% | +0.1% |
| 3M | +5.3% | -1.0% | +6.2% | +4.4% |
| 6M | +32.4% | -3.1% | +35.5% | +28.8% |
| YTD | +28.6% | -1.9% | +30.5% | +26.4% |
| 1Y | +37.6% | -1.4% | +39.0% | +36.0% |
| 3Y | +125.5% | +9.8% | +115.7% | +143.8% |
| 5Y | +135.2% | -8.8% | +144.0% | +104.1% |
| 10Y | +812.9% | +4.7% | +808.2% | +850.6% |
| All | +2,260.0% | +100.3% | +2,159.7% | +4,302.6% |
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