+191.2%
VLO vs IFF
+29.7%
+161.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +4.0% | -2.8% | +6.8% | +4.0% |
| 30D | +19.0% | -1.1% | +20.1% | +19.0% |
| 3M | +50.0% | +13.8% | +36.1% | +49.2% |
| 6M | +79.1% | +16.7% | +62.5% | +77.1% |
| YTD | +140.3% | +26.1% | +114.1% | +131.4% |
| 1Y | +148.3% | +33.5% | +114.8% | +134.9% |
| All | +191.2% | +29.7% | +161.5% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling