+189.1%
IFS vs VT
+76.6%
+112.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | -4.8% | -0.3% | -4.5% | -4.6% |
| 30D | -11.3% | -1.4% | -9.8% | -10.4% |
| 3M | -18.2% | -1.4% | -16.8% | -17.4% |
| 6M | +9.7% | +5.5% | +4.2% | +5.9% |
| YTD | +18.6% | +12.8% | +5.8% | +9.7% |
| 1Y | +17.9% | +15.4% | +2.4% | +7.5% |
| All | +189.1% | +76.6% | +112.6% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling