+85.0%
IFN vs VT
+215.5%
-130.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +7.8% | -2.3% | +10.2% | +9.5% |
| 30D | +8.3% | -5.0% | +13.2% | +11.9% |
| 3M | -1.2% | -4.9% | +3.7% | +2.1% |
| 6M | +0.1% | -1.5% | +1.7% | +0.9% |
| YTD | -9.2% | +8.5% | -17.7% | -14.2% |
| 1Y | -14.0% | +11.4% | -25.3% | -20.1% |
| 3Y | -4.4% | +70.1% | -74.5% | -33.8% |
| 5Y | -2.1% | +53.7% | -55.8% | -27.8% |
| All | +85.0% | +215.5% | -130.5% | -21.6% |
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