+55.6%
VFC vs IFF
+44.8%
+10.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +6.6% |
| 7D | +21.5% | -3.3% | +24.8% | +22.9% |
| 30D | +46.7% | +5.3% | +41.4% | +42.5% |
| 3M | +38.4% | +8.9% | +29.5% | +32.0% |
| 6M | +15.2% | +26.3% | -11.1% | +2.1% |
| YTD | +17.8% | +32.2% | -14.4% | -1.3% |
| 1Y | +55.6% | +45.8% | +9.8% | +19.8% |
| All | +55.6% | +44.8% | +10.7% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling