+916.4%
VRT vs IFF
-36.2%
+952.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.7% | -2.8% | -4.9% | -6.7% |
| 30D | -12.0% | -1.1% | -10.8% | -11.7% |
| 3M | -11.7% | +13.8% | -25.5% | -16.5% |
| 6M | -8.1% | +16.7% | -24.7% | -14.8% |
| YTD | +53.2% | +26.1% | +27.1% | +36.5% |
| 1Y | +81.7% | +33.5% | +48.2% | +57.0% |
| 3Y | +535.3% | +31.6% | +503.7% | +425.3% |
| 5Y | +916.4% | -34.9% | +951.2% | +1,143.6% |
| All | +916.4% | -36.2% | +952.6% | +1,143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling