+67.4%
VT vs IFF
-34.1%
+101.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -1.8% | +2.3% | +0.9% |
| 30D | +1.0% | -2.0% | +2.9% | +1.4% |
| 3M | +2.4% | +18.5% | -16.2% | -2.2% |
| 6M | +12.0% | +11.7% | +0.3% | +8.0% |
| YTD | +15.3% | +29.6% | -14.2% | +6.6% |
| 1Y | +22.6% | +35.0% | -12.4% | +11.8% |
| 3Y | +74.7% | +32.3% | +42.4% | +56.7% |
| All | +67.4% | -34.1% | +101.5% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling