+349.1%
VT vs IFF
+209.9%
+139.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +2.1% |
| 7D | -2.3% | -11.2% | +8.9% | +2.6% |
| 30D | -5.0% | -1.8% | -3.2% | -4.6% |
| 3M | -4.9% | -1.8% | -3.1% | -4.6% |
| 6M | -1.5% | +0.6% | -2.2% | -3.3% |
| YTD | +8.5% | +24.6% | -16.1% | -4.7% |
| 1Y | +11.4% | +34.4% | -23.0% | -5.8% |
| 3Y | +70.1% | +22.1% | +48.0% | +45.2% |
| 5Y | +53.7% | -34.3% | +88.0% | +69.1% |
| 10Y | +220.0% | -17.9% | +237.9% | +176.4% |
| All | +349.1% | +209.9% | +139.2% | +34.3% |
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