+386.3%
VNQ vs IFF
+260.5%
+125.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.3% | -3.2% | +1.9% | +0.4% |
| 30D | -2.6% | -0.3% | -2.3% | -2.5% |
| 3M | -2.0% | +8.4% | -10.5% | -6.8% |
| 6M | +4.3% | +23.0% | -18.7% | -8.8% |
| YTD | +9.2% | +25.5% | -16.2% | -6.1% |
| 1Y | +5.6% | +29.1% | -23.5% | -11.1% |
| 3Y | +30.8% | +31.7% | -0.8% | +4.9% |
| 5Y | +8.0% | -35.2% | +43.2% | +21.4% |
| 10Y | +63.7% | -20.7% | +84.4% | +42.6% |
| All | +386.3% | +260.5% | +125.7% | +13.2% |
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