+143.6%
VLO vs IFF
+34.4%
+109.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -1.8% | +7.0% | +4.6% |
| 30D | +22.6% | -2.0% | +24.5% | +22.0% |
| 3M | +43.8% | +18.5% | +25.2% | +52.8% |
| 6M | +65.7% | +11.7% | +54.1% | +79.7% |
| YTD | +131.1% | +29.6% | +101.5% | +149.0% |
| 1Y | +143.6% | +35.0% | +108.7% | +158.0% |
| All | +143.6% | +34.4% | +109.2% | +158.0% |
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