+208.0%
VSXY vs IFF
+44.8%
+163.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.9% | +13.3% | +9.9% |
| 7D | +14.2% | -3.3% | +17.5% | +15.1% |
| 30D | +21.9% | +5.3% | +16.6% | +18.6% |
| 3M | +22.1% | +8.9% | +13.2% | +17.2% |
| 6M | +116.7% | +26.3% | +90.3% | +94.1% |
| YTD | +101.1% | +32.2% | +68.9% | +78.8% |
| 1Y | +208.0% | +45.8% | +162.3% | +155.4% |
| All | +208.0% | +44.8% | +163.2% | +155.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling