-48.5%
VFC vs IBN
+389.8%
-438.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.4% | +11.1% | -12.5% | -5.6% |
| 30D | +30.7% | +23.9% | +6.9% | +19.7% |
| 3M | +40.6% | +16.3% | +24.3% | +32.0% |
| 6M | +16.5% | +34.2% | -17.7% | +3.4% |
| YTD | +16.2% | +17.6% | -1.4% | +8.8% |
| 1Y | +42.4% | +13.8% | +28.6% | +35.0% |
| 3Y | +48.1% | +57.0% | -8.9% | +23.0% |
| 5Y | -67.8% | +75.3% | -143.1% | -74.4% |
| 10Y | -48.5% | +388.7% | -437.1% | -68.3% |
| All | -48.5% | +389.8% | -438.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling