+224.6%
VT vs IEF
+7.0%
+217.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.9% |
| 30D | -1.7% | +1.7% | -3.4% | -1.4% |
| 3M | -2.3% | -1.4% | -0.9% | -2.6% |
| 6M | +1.5% | -2.3% | +3.8% | +1.0% |
| YTD | +12.0% | -2.6% | +14.6% | +11.3% |
| 1Y | +12.9% | -2.7% | +15.5% | +12.1% |
| 3Y | +74.9% | +11.2% | +63.8% | +81.4% |
| 5Y | +59.9% | -7.4% | +67.3% | +38.7% |
| 10Y | +224.6% | +7.4% | +217.2% | +226.9% |
| All | +224.6% | +7.0% | +217.6% | +226.9% |
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