+230.3%
VT vs IFF
-20.5%
+250.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +4.5% | +18.6% | -14.0% | -1.1% |
| 6M | +14.1% | +17.4% | -3.3% | +7.4% |
| YTD | +14.8% | +28.5% | -13.7% | +4.7% |
| 1Y | +21.2% | +32.5% | -11.3% | +9.2% |
| 3Y | +76.6% | +34.1% | +42.5% | +54.8% |
| 5Y | +66.6% | -35.2% | +101.8% | +81.2% |
| All | +230.3% | -20.5% | +250.8% | +213.7% |
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