+2,486.9%
VRT vs IFF
-22.2%
+2,509.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -8.4% | -3.2% | -5.2% | -7.4% |
| 30D | -10.9% | -0.3% | -10.6% | -10.9% |
| 3M | -13.7% | +8.4% | -22.1% | -16.6% |
| 6M | -4.1% | +23.0% | -27.2% | -11.9% |
| YTD | +58.7% | +25.5% | +33.3% | +43.8% |
| 1Y | +89.6% | +29.1% | +60.6% | +69.3% |
| 3Y | +558.1% | +31.7% | +526.5% | +467.6% |
| 5Y | +953.0% | -35.2% | +988.2% | +1,062.0% |
| All | +2,486.9% | -22.2% | +2,509.1% | +2,441.8% |
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 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