+37,658.8%
VLO vs IFF
+833.5%
+36,825.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +6.2% | -3.0% | +9.3% | +7.5% |
| 30D | +23.5% | -0.9% | +24.4% | +23.7% |
| 3M | +53.9% | +11.8% | +42.0% | +45.4% |
| 6M | +81.7% | +16.5% | +65.1% | +63.8% |
| YTD | +142.5% | +26.5% | +116.0% | +109.7% |
| 1Y | +145.4% | +32.7% | +112.7% | +106.8% |
| 3Y | +197.3% | +32.0% | +165.3% | +143.7% |
| 5Y | +614.6% | -36.1% | +650.7% | +664.0% |
| 10Y | +938.9% | -20.1% | +958.9% | +877.5% |
| All | +37,658.8% | +833.5% | +36,825.4% | +14,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling