+2,669.8%
VRTX vs IEF
+127.6%
+2,542.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.4% | -0.8% | +0.4% | -1.0% |
| 30D | +7.9% | +2.0% | +5.9% | +9.5% |
| 3M | +3.3% | -1.1% | +4.3% | +2.3% |
| 6M | +25.7% | -1.9% | +27.6% | +23.6% |
| YTD | +20.7% | -2.2% | +22.9% | +18.3% |
| 1Y | +27.4% | -2.3% | +29.8% | +24.8% |
| 3Y | +46.4% | +11.6% | +34.8% | +60.3% |
| 5Y | +194.3% | -7.1% | +201.4% | +162.7% |
| 10Y | +494.6% | +7.8% | +486.8% | +541.9% |
| All | +2,669.8% | +127.6% | +2,542.1% | +10,961.8% |
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 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