+166.9%
VEA vs IFF
+158.5%
+8.4%
-60.7%
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 | -2.1% | -2.8% | +0.7% | -0.9% |
| 30D | -1.1% | -1.1% | +0.1% | -0.7% |
| 3M | +5.1% | +13.8% | -8.8% | -1.4% |
| 6M | +9.8% | +16.7% | -6.9% | +0.7% |
| YTD | +15.9% | +26.1% | -10.2% | +2.2% |
| 1Y | +24.6% | +33.5% | -8.9% | +6.5% |
| 3Y | +75.5% | +31.6% | +43.9% | +45.8% |
| 5Y | +59.4% | -34.9% | +94.3% | +76.3% |
| 10Y | +160.3% | -20.3% | +180.6% | +130.5% |
| All | +166.9% | +158.5% | +8.4% | -7.6% |
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