+2,235.4%
VGT vs IFF
+279.2%
+1,956.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -2.8% | +1.8% | +0.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.1% |
| 3M | +6.6% | +13.8% | -7.2% | +0.1% |
| 6M | +31.0% | +16.7% | +14.4% | +20.0% |
| YTD | +27.2% | +26.1% | +1.1% | +11.8% |
| 1Y | +34.5% | +33.5% | +1.0% | +14.5% |
| 3Y | +123.1% | +31.6% | +91.5% | +84.7% |
| 5Y | +135.1% | -34.9% | +170.0% | +160.2% |
| 10Y | +803.4% | -20.3% | +823.7% | +736.6% |
| All | +2,235.4% | +279.2% | +1,956.2% | +790.5% |
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