-35.2%
IFF vs VO
+42.1%
-77.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -3.2% | -1.5% | -1.7% | -1.8% |
| 30D | -0.3% | -3.0% | +2.8% | +2.6% |
| 3M | +8.4% | +2.8% | +5.6% | +5.6% |
| 6M | +23.0% | +10.9% | +12.1% | +12.0% |
| YTD | +25.5% | +12.5% | +13.0% | +12.7% |
| 1Y | +29.1% | +12.0% | +17.1% | +16.2% |
| 3Y | +31.7% | +56.3% | -24.6% | -14.2% |
| All | -35.2% | +42.1% | -77.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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