-21.1%
IFF vs VT
+221.4%
-242.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.2% | +1.0% | -1.2% | -1.1% |
| 30D | -0.3% | -0.2% | -0.1% | -0.1% |
| 3M | +18.6% | +4.5% | +14.0% | +13.6% |
| 6M | +17.4% | +14.1% | +3.3% | +4.0% |
| YTD | +28.5% | +14.8% | +13.7% | +13.0% |
| 1Y | +32.5% | +21.2% | +11.3% | +10.6% |
| 3Y | +34.1% | +76.6% | -42.5% | -22.1% |
| 5Y | -35.2% | +66.6% | -101.8% | -60.1% |
| 10Y | -21.1% | +222.3% | -243.4% | -72.5% |
| All | -21.1% | +221.4% | -242.5% | -72.5% |
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