+76.0%
VUG vs IEF
-8.6%
+84.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.7% | -0.6% | -1.1% | -1.5% |
| 3M | +2.8% | -1.0% | +3.8% | +3.1% |
| 6M | +13.6% | -3.1% | +16.7% | +14.4% |
| YTD | +8.1% | -1.9% | +9.9% | +8.6% |
| 1Y | +13.1% | -1.4% | +14.4% | +13.5% |
| 3Y | +87.0% | +9.8% | +77.2% | +81.0% |
| 5Y | +76.0% | -8.8% | +84.8% | +60.8% |
| All | +76.0% | -8.6% | +84.6% | +60.8% |
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