+102.3%
IFN vs VT
+224.4%
-122.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +4.8% | -0.7% | +5.5% | +5.2% |
| 30D | +10.7% | -1.7% | +12.5% | +11.9% |
| 3M | 0.0% | -2.3% | +2.3% | +1.5% |
| 6M | +4.5% | +1.5% | +3.0% | +3.2% |
| YTD | -7.1% | +12.0% | -19.1% | -14.1% |
| 1Y | -13.5% | +12.9% | -26.4% | -20.4% |
| 3Y | -2.1% | +74.9% | -77.1% | -33.4% |
| 5Y | -0.9% | +59.9% | -60.8% | -28.8% |
| 10Y | +102.3% | +224.6% | -122.3% | -11.6% |
| All | +102.3% | +224.4% | -122.1% | -11.6% |
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