+1,630.0%
VSH vs IFF
+833.5%
+796.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | +3.5% | -3.0% | +6.6% | +5.2% |
| 30D | -4.4% | -0.9% | -3.5% | -4.1% |
| 3M | -45.8% | +11.8% | -57.7% | -50.2% |
| 6M | +90.1% | +16.5% | +73.6% | +68.5% |
| YTD | +120.3% | +26.5% | +93.8% | +85.1% |
| 1Y | +112.2% | +32.7% | +79.5% | +72.8% |
| 3Y | +36.6% | +32.0% | +4.6% | +10.9% |
| 5Y | +67.0% | -36.1% | +103.1% | +89.9% |
| 10Y | +179.5% | -20.1% | +199.5% | +168.2% |
| All | +1,630.0% | +833.5% | +796.5% | +434.9% |
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 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