+2,397.0%
VRT vs IEF
+9.6%
+2,387.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.7% |
| 7D | -7.7% | -1.2% | -6.5% | -7.9% |
| 30D | -12.0% | -1.5% | -10.5% | -12.1% |
| 3M | -11.7% | -1.7% | -10.0% | -11.9% |
| 6M | -8.1% | -3.5% | -4.6% | -8.7% |
| YTD | +53.2% | -2.6% | +55.9% | +52.6% |
| 1Y | +81.7% | -2.4% | +84.1% | +81.0% |
| 3Y | +535.3% | +8.9% | +526.4% | +532.9% |
| 5Y | +916.4% | -9.2% | +925.6% | +861.1% |
| All | +2,397.0% | +9.6% | +2,387.4% | +2,208.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling