+297.8%
VTI vs IEF
+3.8%
+294.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -1.3% |
| 30D | -1.4% | -1.7% | +0.3% | -1.9% |
| 3M | +3.6% | -2.5% | +6.1% | +2.8% |
| 6M | +13.6% | -3.3% | +16.9% | +12.4% |
| YTD | +12.9% | -2.8% | +15.7% | +11.9% |
| 1Y | +17.2% | -2.7% | +19.9% | +16.2% |
| 3Y | +75.7% | +8.9% | +66.8% | +81.3% |
| 5Y | +75.4% | -9.4% | +84.9% | +47.3% |
| All | +297.8% | +3.8% | +294.0% | +295.7% |
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 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