+222.7%
VT vs IEF
+7.5%
+215.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.8% |
| 7D | +2.9% | -1.9% | +4.8% | +2.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.3% |
| 3M | -3.3% | -1.9% | -1.4% | -3.7% |
| 6M | +1.5% | -2.4% | +3.9% | +1.0% |
| YTD | +11.4% | -3.0% | +14.4% | +10.5% |
| 1Y | +11.9% | -3.1% | +15.0% | +11.0% |
| 3Y | +73.9% | +10.7% | +63.2% | +80.1% |
| 5Y | +57.9% | -8.0% | +65.9% | +36.4% |
| All | +222.7% | +7.5% | +215.2% | +224.3% |
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