+91.1%
IFS vs VT
+138.0%
-47.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.0% | +5.4% |
| 7D | +6.8% | -0.7% | +7.5% | +7.3% |
| 30D | -3.6% | -1.7% | -1.9% | -2.4% |
| 3M | -9.8% | -2.3% | -7.5% | -8.3% |
| 6M | +16.0% | +1.5% | +14.5% | +14.7% |
| YTD | +26.7% | +12.0% | +14.7% | +17.0% |
| 1Y | +31.8% | +12.9% | +18.9% | +21.1% |
| 3Y | +210.0% | +74.9% | +135.0% | +108.2% |
| 5Y | +162.7% | +59.9% | +102.8% | +86.6% |
| All | +91.1% | +138.0% | -47.0% | -6.4% |
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 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