+222.7%
VT vs IFF
-13.3%
+236.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | +2.9% | -6.9% | +9.8% | +5.0% |
| 30D | -2.5% | -8.9% | +6.4% | -0.1% |
| 3M | -3.3% | -3.7% | +0.4% | -2.6% |
| 6M | +1.5% | +3.5% | -1.9% | -0.4% |
| YTD | +11.4% | +21.2% | -9.8% | +3.0% |
| 1Y | +11.9% | +25.6% | -13.7% | +2.2% |
| 3Y | +73.9% | +19.7% | +54.1% | +57.6% |
| 5Y | +57.9% | -39.8% | +97.7% | +75.8% |
| All | +222.7% | -13.3% | +236.0% | +204.4% |
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 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