+23.8%
IFLN vs VT
+76.6%
-52.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | +1.1% | +4.5% | -3.4% | 0.0% |
| 6M | +2.4% | +14.1% | -11.6% | -0.9% |
| YTD | +1.4% | +14.8% | -13.3% | -2.1% |
| 1Y | +3.2% | +21.2% | -18.0% | -1.7% |
| 3Y | +23.8% | +76.6% | -52.7% | +5.4% |
| All | +23.8% | +76.6% | -52.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling