+225.7%
IFF vs VT
+374.2%
-148.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +18.5% | +2.4% | +16.2% | +16.0% |
| 6M | +11.7% | +12.0% | -0.3% | +1.7% |
| YTD | +29.6% | +15.3% | +14.2% | +14.9% |
| 1Y | +35.0% | +22.6% | +12.4% | +13.5% |
| 3Y | +32.3% | +74.7% | -42.4% | -17.9% |
| 5Y | -34.6% | +66.1% | -100.7% | -57.3% |
| 10Y | -20.6% | +225.0% | -245.6% | -70.0% |
| All | +225.7% | +374.2% | -148.5% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling