+377.4%
VT vs IFF
+222.3%
+155.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -1.8% | +2.3% | +1.2% |
| 30D | +1.0% | -2.0% | +2.9% | +1.7% |
| 3M | +2.4% | +18.5% | -16.2% | -5.7% |
| 6M | +12.0% | +11.7% | +0.3% | +4.5% |
| YTD | +15.3% | +29.6% | -14.2% | +0.1% |
| 1Y | +22.6% | +35.0% | -12.4% | +3.9% |
| 3Y | +74.7% | +32.3% | +42.4% | +43.7% |
| 5Y | +66.1% | -34.6% | +100.7% | +84.0% |
| 10Y | +225.0% | -20.6% | +245.6% | +190.5% |
| All | +377.4% | +222.3% | +155.1% | +41.0% |
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