+20.2%
VZ vs IEF
-7.4%
+27.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.4% | +3.1% | -1.7% | +0.4% |
| 3M | -1.3% | -0.5% | -0.8% | -1.1% |
| 6M | -0.5% | -1.6% | +1.1% | -0.1% |
| YTD | +19.6% | -1.6% | +21.2% | +20.2% |
| 1Y | +22.4% | -1.5% | +23.8% | +22.9% |
| 3Y | +55.9% | +12.4% | +43.5% | +50.9% |
| All | +20.2% | -7.4% | +27.6% | +17.8% |
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