+2,627.1%
VRTX vs IEF
+125.4%
+2,501.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -3.0% |
| 30D | +8.0% | +0.7% | +7.3% | +8.6% |
| 3M | +4.3% | -2.5% | +6.8% | +2.2% |
| 6M | +18.9% | -2.6% | +21.4% | +16.3% |
| YTD | +18.8% | -3.2% | +22.0% | +15.5% |
| 1Y | +24.0% | -3.0% | +27.0% | +20.7% |
| 3Y | +42.1% | +10.5% | +31.6% | +54.5% |
| 5Y | +187.6% | -8.2% | +195.7% | +154.1% |
| 10Y | +485.4% | +6.7% | +478.7% | +527.2% |
| All | +2,627.1% | +125.4% | +2,501.7% | +10,709.5% |
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 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