-34.2%
IFF vs VT
+66.2%
-100.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | -2.0% | +1.0% | -2.9% | -2.9% |
| 3M | +18.5% | +2.4% | +16.2% | +15.6% |
| 6M | +11.7% | +12.0% | -0.3% | +0.3% |
| YTD | +29.6% | +15.3% | +14.2% | +12.8% |
| 1Y | +35.0% | +22.6% | +12.4% | +10.6% |
| 3Y | +32.3% | +74.7% | -42.4% | -25.1% |
| All | -34.2% | +66.2% | -100.4% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling