+100.6%
VCLT vs IFF
+199.6%
-99.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.3% | -2.8% | +1.5% | -1.2% |
| 30D | -1.1% | -1.1% | 0.0% | -1.1% |
| 3M | -3.7% | +13.8% | -17.5% | -4.3% |
| 6M | -4.0% | +16.7% | -20.7% | -4.8% |
| YTD | -3.4% | +26.1% | -29.5% | -4.5% |
| 1Y | -4.1% | +33.5% | -37.6% | -5.5% |
| 3Y | +11.0% | +31.6% | -20.6% | +9.5% |
| 5Y | -17.0% | -34.9% | +17.9% | -17.4% |
| 10Y | +16.7% | -20.3% | +37.0% | +16.7% |
| All | +100.6% | +199.6% | -99.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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