+8,811.5%
VLO vs IEF
+129.4%
+8,682.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -0.3% | +5.5% | +4.8% |
| 30D | +22.6% | -0.8% | +23.4% | +21.3% |
| 3M | +43.8% | -1.0% | +44.7% | +42.0% |
| 6M | +65.7% | -2.8% | +68.5% | +60.2% |
| YTD | +131.1% | -1.5% | +132.6% | +127.5% |
| 1Y | +143.6% | -0.4% | +144.1% | +143.8% |
| 3Y | +201.4% | +9.7% | +191.7% | +246.4% |
| 5Y | +568.9% | -8.3% | +577.2% | +478.1% |
| 10Y | +891.8% | +4.6% | +887.2% | +994.1% |
| All | +8,811.5% | +129.4% | +8,682.2% | +32,148.7% |
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