+66.6%
VT vs IEF
-8.0%
+74.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.0% | -0.8% | +1.8% | +1.2% |
| 3M | +2.4% | -1.0% | +3.4% | +2.7% |
| 6M | +12.0% | -2.8% | +14.8% | +12.8% |
| YTD | +15.3% | -1.5% | +16.8% | +15.8% |
| 1Y | +22.6% | -0.4% | +23.0% | +22.8% |
| 3Y | +74.7% | +9.7% | +65.0% | +70.5% |
| All | +66.6% | -8.0% | +74.6% | +50.4% |
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 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