-91.3%
IFRX vs VT
+151.1%
-242.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.9% |
| 7D | -21.4% | -2.3% | -19.1% | -19.7% |
| 30D | -16.3% | -5.0% | -11.4% | -12.3% |
| 3M | -24.1% | -4.9% | -19.3% | -20.4% |
| 6M | -47.8% | -1.5% | -46.3% | -46.9% |
| YTD | +29.2% | +8.5% | +20.7% | +21.4% |
| 1Y | +8.7% | +11.4% | -2.6% | +0.5% |
| 3Y | -4.7% | +70.1% | -74.8% | -36.1% |
| 5Y | -71.9% | +53.7% | -125.7% | -79.4% |
| All | -91.3% | +151.1% | -242.4% | -96.1% |
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