+75.3%
IFS vs VT
+129.9%
-54.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.9% |
| 7D | -4.1% | -4.2% | 0.0% | -1.2% |
| 30D | -12.8% | -5.8% | -7.0% | -9.1% |
| 3M | -20.2% | -5.2% | -14.9% | -17.1% |
| 6M | +6.1% | +0.1% | +5.9% | +5.9% |
| YTD | +16.3% | +8.2% | +8.0% | +10.0% |
| 1Y | +13.7% | +10.1% | +3.6% | +6.2% |
| 3Y | +186.0% | +69.7% | +116.3% | +96.2% |
| 5Y | +122.7% | +53.4% | +69.3% | +62.9% |
| All | +75.3% | +129.9% | -54.6% | -12.1% |
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