+65.5%
VZ vs IEF
+6.4%
+59.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +10.6% | +2.7% | +7.9% | +10.5% |
| 3M | -0.6% | -0.8% | +0.2% | -0.6% |
| 6M | +0.7% | -1.7% | +2.4% | +0.7% |
| YTD | +20.6% | -1.6% | +22.3% | +20.6% |
| 1Y | +22.7% | -1.6% | +24.3% | +22.7% |
| 3Y | +57.2% | +12.4% | +44.9% | +58.4% |
| 5Y | +21.4% | -7.6% | +29.0% | +12.7% |
| 10Y | +65.5% | +7.6% | +57.9% | +60.5% |
| All | +65.5% | +6.4% | +59.1% | +60.5% |
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