+285.6%
IFF vs VO
+821.9%
-536.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.7% |
| 30D | -0.3% | -1.1% | +0.7% | +0.5% |
| 3M | +18.6% | +4.5% | +14.0% | +14.4% |
| 6M | +17.4% | +11.1% | +6.3% | +8.0% |
| YTD | +28.5% | +13.5% | +14.9% | +16.0% |
| 1Y | +32.5% | +14.5% | +18.0% | +18.8% |
| 3Y | +34.1% | +58.1% | -24.1% | -7.9% |
| 5Y | -35.2% | +43.3% | -78.4% | -51.6% |
| 10Y | -21.1% | +193.2% | -214.3% | -66.8% |
| All | +285.6% | +821.9% | -536.3% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling