+369.3%
VFC vs IBN
+1,532.9%
-1,163.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | -18.1% | +17.1% | -35.2% | -20.5% |
| 6M | -27.4% | +3.4% | -30.7% | -27.7% |
| YTD | -24.8% | +2.5% | -27.4% | -25.1% |
| 1Y | -8.2% | -4.2% | -4.0% | -7.4% |
| 3Y | -29.1% | +32.4% | -61.5% | -32.7% |
| 5Y | -79.2% | +59.2% | -138.4% | -80.9% |
| 10Y | -68.1% | +345.7% | -413.8% | -76.0% |
| All | +369.3% | +1,532.9% | -1,163.6% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling