+1,245.4%
VUG vs IEF
+100.8%
+1,144.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.4% | -0.7% | -0.7% | -2.0% |
| 3M | +2.3% | -0.4% | +2.8% | +2.0% |
| 6M | +15.7% | -2.5% | +18.2% | +13.4% |
| YTD | +8.6% | -1.6% | +10.2% | +7.2% |
| 1Y | +14.1% | -1.3% | +15.4% | +12.8% |
| 3Y | +87.9% | +10.1% | +77.8% | +102.0% |
| 5Y | +76.3% | -8.3% | +84.6% | +55.5% |
| 10Y | +409.7% | +4.5% | +405.2% | +425.8% |
| All | +1,245.4% | +100.8% | +1,144.6% | +2,277.7% |
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