+219.8%
VT vs IEF
+6.4%
+213.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +0.4% | +0.3% | 0.0% | +0.4% |
| 30D | -2.6% | +2.7% | -5.3% | -2.0% |
| 3M | -3.2% | -0.8% | -2.5% | -3.4% |
| 6M | +0.9% | -1.7% | +2.6% | +0.5% |
| YTD | +11.3% | -1.6% | +12.9% | +10.8% |
| 1Y | +14.0% | -1.6% | +15.6% | +13.5% |
| 3Y | +75.8% | +12.4% | +63.5% | +82.7% |
| 5Y | +57.8% | -7.6% | +65.4% | +35.3% |
| 10Y | +219.8% | +7.6% | +212.2% | +224.4% |
| All | +219.8% | +6.4% | +213.4% | +224.4% |
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