-74.1%
IFRX vs VT
+57.5%
-131.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.2% | -7.2% |
| 7D | -25.3% | -0.1% | -25.2% | -25.2% |
| 30D | -24.4% | -3.1% | -21.3% | -21.9% |
| 3M | -38.3% | -3.5% | -34.8% | -35.9% |
| 6M | -53.1% | +0.5% | -53.6% | -53.1% |
| YTD | +19.8% | +10.8% | +9.0% | +9.9% |
| 1Y | -23.4% | +11.9% | -35.3% | -30.1% |
| 3Y | -5.5% | +73.0% | -78.4% | -36.2% |
| 5Y | -74.1% | +58.6% | -132.7% | -77.4% |
| All | -74.1% | +57.5% | -131.6% | -77.4% |
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