+120.6%
VLO vs IFF
+44.8%
+75.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -7.2% |
| 7D | -6.0% | -3.3% | -2.7% | -6.9% |
| 30D | -12.9% | +5.3% | -18.2% | -11.3% |
| 3M | +18.3% | +8.9% | +9.4% | +22.3% |
| 6M | +46.4% | +26.3% | +20.1% | +61.7% |
| YTD | +127.7% | +32.2% | +95.6% | +146.3% |
| 1Y | +120.6% | +45.8% | +74.9% | +134.9% |
| All | +120.6% | +44.8% | +75.8% | +134.9% |
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