+53.4%
VT vs IEF
-7.7%
+61.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -5.0% | +3.1% | -8.0% | -5.8% |
| 3M | -4.9% | -0.8% | -4.1% | -4.7% |
| 6M | -1.5% | -2.0% | +0.4% | -1.0% |
| YTD | +8.5% | -1.9% | +10.4% | +9.1% |
| 1Y | +11.4% | -1.8% | +13.2% | +12.0% |
| 3Y | +70.1% | +12.0% | +58.0% | +65.1% |
| All | +53.4% | -7.7% | +61.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling