-39.3%
VG vs IFF
+3.4%
-42.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | -1.8% | +3.5% | +1.3% |
| 30D | +16.0% | -2.0% | +18.0% | +15.8% |
| 3M | +9.7% | +18.5% | -8.8% | +13.9% |
| 6M | +29.6% | +11.7% | +17.9% | +38.3% |
| YTD | +112.0% | +29.6% | +82.4% | +110.1% |
| 1Y | +12.8% | +35.0% | -22.2% | +9.4% |
| All | -39.3% | +3.4% | -42.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling