-91.0%
IFRX vs VT
+150.6%
-241.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.1% | -4.4% | -4.8% |
| 7D | -21.0% | -4.2% | -16.8% | -17.9% |
| 30D | -14.2% | -5.8% | -8.4% | -9.4% |
| 3M | -23.4% | -5.2% | -18.2% | -19.4% |
| 6M | -31.2% | +0.1% | -31.3% | -30.8% |
| YTD | +34.2% | +8.2% | +25.9% | +26.3% |
| 1Y | +9.3% | +10.1% | -0.8% | +2.0% |
| 3Y | -1.8% | +69.7% | -71.5% | -34.0% |
| 5Y | -70.9% | +53.4% | -124.2% | -78.6% |
| All | -91.0% | +150.6% | -241.5% | -96.0% |
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