+2,723.0%
VRT vs IEF
+10.9%
+2,712.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.3% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | +0.9% | -0.8% | +1.7% | +0.8% |
| 3M | -13.4% | -1.0% | -12.4% | -13.5% |
| 6M | +11.7% | -2.8% | +14.4% | +11.1% |
| YTD | +73.2% | -1.5% | +74.7% | +72.8% |
| 1Y | +123.4% | -0.4% | +123.8% | +123.2% |
| 3Y | +606.2% | +9.7% | +596.5% | +605.1% |
| 5Y | +899.9% | -8.3% | +908.2% | +846.6% |
| All | +2,723.0% | +10.9% | +2,712.1% | +2,514.6% |
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