+47.8%
VMC vs IFF
-35.8%
+83.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.8% | -3.2% | -0.6% | -2.9% |
| 30D | -9.7% | -0.3% | -9.4% | -9.6% |
| 3M | -9.6% | +8.4% | -18.1% | -11.8% |
| 6M | -4.8% | +23.0% | -27.9% | -10.9% |
| YTD | -10.9% | +25.5% | -36.3% | -17.0% |
| 1Y | -15.6% | +29.1% | -44.7% | -22.3% |
| 3Y | +19.3% | +31.7% | -12.3% | +5.6% |
| All | +47.8% | -35.8% | +83.6% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling