-10.8%
IFF vs VT
+224.4%
-235.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.2% |
| 30D | -2.7% | -1.7% | -1.0% | -1.5% |
| 3M | -2.3% | -2.3% | 0.0% | -0.7% |
| 6M | +6.0% | +1.5% | +4.5% | +3.8% |
| YTD | +24.6% | +12.0% | +12.6% | +11.4% |
| 1Y | +29.4% | +12.9% | +16.5% | +14.8% |
| 3Y | +23.1% | +74.9% | -51.8% | -28.3% |
| 5Y | -37.2% | +59.9% | -97.1% | -60.1% |
| 10Y | -10.8% | +224.6% | -235.4% | -69.6% |
| All | -10.8% | +224.4% | -235.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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