+2,545.5%
VRT vs IEF
+10.5%
+2,535.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -2.7% | -0.6% | -2.1% | -2.8% |
| 3M | -9.2% | -1.0% | -8.2% | -9.3% |
| 6M | -0.5% | -3.1% | +2.6% | -1.1% |
| YTD | +62.3% | -1.9% | +64.2% | +61.8% |
| 1Y | +109.6% | -1.4% | +110.9% | +109.1% |
| 3Y | +573.1% | +9.8% | +563.3% | +571.3% |
| 5Y | +953.6% | -8.8% | +962.5% | +895.9% |
| All | +2,545.5% | +10.5% | +2,535.0% | +2,348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling