+106.5%
IFS vs VT
+145.0%
-38.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.0% | +0.4% | +1.5% | +1.7% |
| 30D | -5.9% | +1.0% | -6.9% | -6.6% |
| 3M | +15.0% | +2.4% | +12.7% | +13.0% |
| 6M | +24.2% | +12.0% | +12.2% | +14.6% |
| YTD | +37.0% | +15.3% | +21.6% | +23.9% |
| 1Y | +42.4% | +22.6% | +19.8% | +23.4% |
| 3Y | +166.8% | +74.7% | +92.1% | +79.3% |
| 5Y | +238.9% | +66.1% | +172.7% | +134.4% |
| All | +106.5% | +145.0% | -38.5% | -0.9% |
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