+3,066.5%
VMC vs IFF
+833.5%
+2,233.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.6% |
| 7D | -5.3% | -3.0% | -2.3% | -4.1% |
| 30D | -12.3% | -0.9% | -11.3% | -11.9% |
| 3M | -10.3% | +11.8% | -22.1% | -14.6% |
| 6M | -8.6% | +16.5% | -25.1% | -15.3% |
| YTD | -11.9% | +26.5% | -38.4% | -21.2% |
| 1Y | -13.9% | +32.7% | -46.6% | -24.9% |
| 3Y | +18.2% | +32.0% | -13.8% | -0.1% |
| 5Y | +47.7% | -36.1% | +83.8% | +63.8% |
| 10Y | +152.5% | -20.1% | +172.5% | +139.0% |
| All | +3,066.5% | +833.5% | +2,233.0% | +1,247.4% |
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