+2,826.7%
VRT vs IFF
-20.3%
+2,847.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +6.8% | -0.3% | +7.1% | +6.7% |
| 3M | -3.2% | +18.6% | -21.8% | -9.4% |
| 6M | +20.3% | +17.4% | +3.0% | +12.3% |
| YTD | +79.6% | +28.5% | +51.1% | +61.4% |
| 1Y | +139.0% | +32.5% | +106.5% | +111.3% |
| 3Y | +644.6% | +34.1% | +610.6% | +538.2% |
| 5Y | +1,024.4% | -35.2% | +1,059.5% | +1,138.6% |
| All | +2,826.7% | -20.3% | +2,847.0% | +2,752.1% |
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