+911.8%
VLO vs IEF
+4.0%
+907.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.9% |
| 7D | +4.0% | -1.2% | +5.2% | +2.4% |
| 30D | +19.0% | -1.5% | +20.5% | +16.8% |
| 3M | +50.0% | -1.7% | +51.6% | +47.0% |
| 6M | +79.1% | -3.5% | +82.7% | +72.2% |
| YTD | +140.3% | -2.6% | +142.9% | +133.6% |
| 1Y | +148.3% | -2.4% | +150.7% | +142.4% |
| 3Y | +194.6% | +8.9% | +185.7% | +229.0% |
| 5Y | +609.6% | -9.2% | +618.8% | +441.8% |
| All | +911.8% | +4.0% | +907.8% | +813.1% |
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 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