+120.6%
VLO vs IEF
-1.9%
+122.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -4.7% |
| 7D | -6.0% | +0.9% | -6.8% | -4.3% |
| 30D | -12.9% | +3.1% | -16.0% | -7.4% |
| 3M | +18.3% | -1.4% | +19.7% | +14.1% |
| 6M | +46.4% | -1.6% | +48.0% | +41.4% |
| YTD | +127.7% | -2.1% | +129.9% | +112.5% |
| 1Y | +120.6% | -2.0% | +122.6% | +106.7% |
| All | +120.6% | -1.9% | +122.6% | +106.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling