+348.0%
VT vs IEF
+64.5%
+283.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -3.8% |
| 7D | -4.2% | +0.8% | -5.0% | -3.6% |
| 30D | -5.8% | +3.2% | -9.0% | -3.4% |
| 3M | -5.2% | -1.1% | -4.2% | -6.1% |
| 6M | +0.1% | -1.4% | +1.5% | -1.1% |
| YTD | +8.2% | -1.8% | +10.0% | +6.5% |
| 1Y | +10.1% | -1.2% | +11.3% | +8.9% |
| 3Y | +69.7% | +11.5% | +58.1% | +86.6% |
| 5Y | +53.4% | -7.7% | +61.1% | +32.5% |
| 10Y | +219.2% | +4.9% | +214.3% | +232.0% |
| All | +348.0% | +64.5% | +283.5% | +980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling