+573.1%
VRT vs IFF
+30.1%
+543.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.3% |
| 7D | +2.4% | -3.0% | +5.4% | +3.1% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | -9.2% | +11.8% | -21.0% | -11.8% |
| 6M | -0.5% | +16.5% | -17.0% | -5.0% |
| YTD | +62.3% | +26.5% | +35.8% | +51.0% |
| 1Y | +109.6% | +32.7% | +76.9% | +91.6% |
| All | +573.1% | +30.1% | +543.0% | +513.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling