+470.8%
VZ vs IEF
+129.2%
+341.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.2% |
| 30D | +1.4% | +3.1% | -1.7% | +2.7% |
| 3M | -1.3% | -0.5% | -0.8% | -1.5% |
| 6M | -0.5% | -1.6% | +1.1% | -1.3% |
| YTD | +19.6% | -1.6% | +21.2% | +18.7% |
| 1Y | +22.4% | -1.5% | +23.8% | +21.5% |
| 3Y | +55.9% | +12.4% | +43.5% | +65.4% |
| 5Y | +20.4% | -7.5% | +27.9% | +11.9% |
| 10Y | +66.9% | +5.2% | +61.7% | +70.6% |
| All | +470.8% | +129.2% | +341.6% | +1,239.6% |
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