+1,855.0%
VRT vs IEF
+10.2%
+1,844.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.3% |
| 7D | -17.7% | -0.2% | -17.5% | -17.7% |
| 30D | -20.0% | +2.1% | -22.1% | -19.7% |
| 3M | -28.1% | -0.9% | -27.2% | -28.1% |
| 6M | -42.8% | -2.2% | -40.7% | -43.0% |
| YTD | +20.0% | -2.2% | +22.1% | +19.6% |
| 1Y | +3.5% | -2.0% | +5.5% | +3.2% |
| 3Y | +366.1% | +11.7% | +354.4% | +364.1% |
| 5Y | +632.2% | -7.3% | +639.4% | +598.7% |
| All | +1,855.0% | +10.2% | +1,844.8% | +1,710.1% |
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