+13.8%
VRT vs IEF
-1.9%
+15.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.5% | -13.4% | -12.6% |
| 7D | -15.4% | +0.9% | -16.3% | -15.2% |
| 30D | -19.0% | +3.1% | -22.0% | -19.7% |
| 3M | -23.8% | -1.4% | -22.5% | -22.4% |
| 6M | -37.9% | -1.6% | -36.3% | -36.9% |
| YTD | +27.0% | -2.1% | +29.1% | +30.5% |
| 1Y | +13.8% | -2.0% | +15.8% | +17.5% |
| All | +13.8% | -1.9% | +15.7% | +17.5% |
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