+950.8%
VTI vs IFF
+456.3%
+494.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.9% | -3.2% | +2.3% | +0.4% |
| 30D | -1.4% | -0.3% | -1.2% | -1.4% |
| 3M | +3.6% | +8.4% | -4.8% | -0.5% |
| 6M | +13.6% | +23.0% | -9.4% | +2.1% |
| YTD | +12.9% | +25.5% | -12.5% | 0.0% |
| 1Y | +17.2% | +29.1% | -11.8% | +2.1% |
| 3Y | +75.7% | +31.7% | +44.0% | +46.6% |
| 5Y | +75.4% | -35.2% | +110.6% | +92.9% |
| 10Y | +303.3% | -20.7% | +324.0% | +272.0% |
| All | +950.8% | +456.3% | +494.5% | +261.2% |
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