+40.9%
VSH vs IFF
+29.0%
+11.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +6.3% |
| 7D | +4.8% | -3.2% | +7.9% | +6.0% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | -43.1% | +8.4% | -51.5% | -46.1% |
| 6M | +91.8% | +23.0% | +68.8% | +67.7% |
| YTD | +131.6% | +25.5% | +106.2% | +95.9% |
| 1Y | +118.1% | +29.1% | +89.0% | +79.8% |
| 3Y | +40.9% | +31.7% | +9.2% | +16.9% |
| All | +40.9% | +29.0% | +11.9% | +16.9% |
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