+192.7%
VSH vs IFF
-20.3%
+213.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +6.4% |
| 7D | +4.8% | -3.2% | +7.9% | +6.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | -43.1% | +8.4% | -51.5% | -46.5% |
| 6M | +91.8% | +23.0% | +68.8% | +67.1% |
| YTD | +131.6% | +25.5% | +106.2% | +97.5% |
| 1Y | +118.1% | +29.1% | +89.0% | +82.3% |
| 3Y | +40.9% | +31.7% | +9.2% | +16.0% |
| 5Y | +75.8% | -35.2% | +111.0% | +100.5% |
| All | +192.7% | -20.3% | +213.0% | +181.1% |
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 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