+78.0%
VSXY vs IFF
-33.8%
+111.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +0.1% | -3.2% | +3.3% | +2.0% |
| 30D | -18.7% | -0.3% | -18.4% | -18.4% |
| 3M | -4.0% | +8.4% | -12.4% | -9.2% |
| 6M | +67.5% | +23.0% | +44.4% | +44.9% |
| YTD | +39.7% | +25.5% | +14.2% | +19.1% |
| 1Y | +180.0% | +29.1% | +150.9% | +133.6% |
| 3Y | +337.3% | +31.7% | +305.6% | +253.3% |
| 5Y | +22.7% | -35.2% | +57.9% | +61.9% |
| All | +78.0% | -33.8% | +111.8% | +127.6% |
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