+73.0%
VT vs IEF
+10.9%
+62.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -3.1% | +1.8% | -4.9% | -3.7% |
| 3M | -3.5% | -1.2% | -2.3% | -3.1% |
| 6M | +0.5% | -2.5% | +3.0% | +1.3% |
| YTD | +10.8% | -2.5% | +13.3% | +11.7% |
| 1Y | +11.9% | -2.3% | +14.2% | +12.8% |
| 3Y | +73.0% | +11.3% | +61.7% | +65.4% |
| All | +73.0% | +10.9% | +62.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling