-38.0%
VG vs IFF
+2.5%
-40.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +1.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +11.1% | -0.3% | +11.4% | +11.1% |
| 3M | +14.9% | +18.6% | -3.7% | +19.1% |
| 6M | +18.4% | +17.4% | +1.0% | +23.8% |
| YTD | +116.6% | +28.5% | +88.1% | +114.2% |
| 1Y | +9.4% | +32.5% | -23.2% | +6.6% |
| All | -38.0% | +2.5% | -40.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling