+9,030.5%
VLO vs IEF
+125.4%
+8,905.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.0% |
| 7D | +9.6% | -2.0% | +11.6% | +6.6% |
| 30D | -17.4% | +0.7% | -18.1% | -16.5% |
| 3M | +10.8% | -2.5% | +13.2% | +7.0% |
| 6M | +56.9% | -2.6% | +59.5% | +51.7% |
| YTD | +136.8% | -3.2% | +140.0% | +127.6% |
| 1Y | +120.7% | -3.0% | +123.7% | +112.7% |
| 3Y | +231.9% | +10.5% | +221.4% | +287.0% |
| 5Y | +479.0% | -8.2% | +487.2% | +404.0% |
| 10Y | +792.2% | +6.7% | +785.5% | +915.9% |
| All | +9,030.5% | +125.4% | +8,905.1% | +32,158.7% |
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 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