+924.9%
VLO vs IFF
-20.3%
+945.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +5.3% | -3.2% | +8.5% | +6.4% |
| 30D | +18.2% | -0.3% | +18.5% | +18.2% |
| 3M | +53.3% | +8.4% | +44.9% | +47.8% |
| 6M | +70.4% | +23.0% | +47.4% | +52.6% |
| YTD | +143.4% | +25.5% | +117.9% | +114.1% |
| 1Y | +153.0% | +29.1% | +123.9% | +118.8% |
| 3Y | +195.0% | +31.7% | +163.3% | +143.1% |
| 5Y | +618.8% | -35.2% | +654.0% | +695.0% |
| All | +924.9% | -20.3% | +945.1% | +835.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling