-68.5%
VFC vs IBN
+324.2%
-392.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.6% |
| 7D | -1.4% | -3.0% | +1.6% | -0.2% |
| 30D | -9.0% | -1.5% | -7.5% | -8.5% |
| 3M | -24.2% | +7.9% | -32.1% | -26.3% |
| 6M | -18.5% | +8.6% | -27.1% | -20.9% |
| YTD | -25.9% | -0.6% | -25.3% | -25.6% |
| 1Y | -13.0% | -7.3% | -5.7% | -10.5% |
| 3Y | -20.3% | +26.2% | -46.5% | -27.4% |
| 5Y | -78.1% | +57.8% | -135.9% | -81.7% |
| All | -68.5% | +324.2% | -392.8% | -79.3% |
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