+225.7%
VIK vs IFF
+3.3%
+222.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.9% | -3.2% | +2.2% | +0.3% |
| 30D | -18.4% | -0.3% | -18.1% | -18.4% |
| 3M | -8.8% | +8.4% | -17.2% | -12.2% |
| 6M | +17.1% | +23.0% | -5.9% | +6.9% |
| YTD | +19.0% | +25.5% | -6.4% | +6.8% |
| 1Y | +30.1% | +29.1% | +1.1% | +15.1% |
| All | +225.7% | +3.3% | +222.4% | +197.2% |
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