+5,296.8%
VRSN vs IFF
+287.3%
+5,009.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -1.0% | -3.0% | +2.0% | 0.0% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | +1.4% | +11.8% | -10.5% | -3.1% |
| 6M | +19.0% | +16.5% | +2.5% | +10.5% |
| YTD | +19.2% | +26.5% | -7.3% | +6.9% |
| 1Y | +1.7% | +32.7% | -31.0% | -10.7% |
| 3Y | +41.4% | +32.0% | +9.4% | +20.2% |
| 5Y | +31.7% | -36.1% | +67.7% | +43.3% |
| 10Y | +290.3% | -20.1% | +310.3% | +260.8% |
| All | +5,296.8% | +287.3% | +5,009.5% | +1,587.7% |
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