+25.4%
VTEB vs IFF
-1.5%
+26.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | -3.0% | +8.4% | -11.4% | -3.2% |
| 6M | -2.1% | +23.0% | -25.2% | -2.8% |
| YTD | -1.5% | +25.5% | -26.9% | -2.2% |
| 1Y | +0.2% | +29.1% | -28.9% | -0.6% |
| 3Y | +8.6% | +31.7% | -23.1% | +7.5% |
| 5Y | +1.2% | -35.2% | +36.4% | +1.7% |
| 10Y | +18.1% | -20.7% | +38.8% | +16.9% |
| All | +25.4% | -1.5% | +26.9% | +24.8% |
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