+193.8%
VLO vs IEF
+10.0%
+183.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.4% |
| 7D | +6.2% | -0.3% | +6.6% | +6.0% |
| 30D | +23.5% | -0.6% | +24.1% | +22.9% |
| 3M | +53.9% | -1.0% | +54.8% | +52.7% |
| 6M | +81.7% | -3.1% | +84.7% | +78.3% |
| YTD | +142.5% | -1.9% | +144.3% | +139.5% |
| 1Y | +145.4% | -1.4% | +146.8% | +143.1% |
| All | +193.8% | +10.0% | +183.8% | +197.1% |
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 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