+145.7%
VMC vs IFF
-20.3%
+166.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.8% | -3.2% | -0.6% | -2.7% |
| 30D | -9.7% | -0.3% | -9.4% | -9.6% |
| 3M | -9.6% | +8.4% | -18.1% | -12.3% |
| 6M | -4.8% | +23.0% | -27.9% | -12.1% |
| YTD | -10.9% | +25.5% | -36.3% | -18.3% |
| 1Y | -15.6% | +29.1% | -44.7% | -23.7% |
| 3Y | +19.3% | +31.7% | -12.3% | +3.8% |
| 5Y | +48.0% | -35.2% | +83.2% | +64.0% |
| All | +145.7% | -20.3% | +166.0% | +146.6% |
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 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