+566.9%
VTRS vs IFF
+825.7%
-258.8%
-88.7%
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 | -2.2% | -3.2% | +1.0% | -1.1% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +2.0% | +8.4% | -6.5% | -1.3% |
| 6M | +19.9% | +23.0% | -3.1% | +9.8% |
| YTD | +35.7% | +25.5% | +10.3% | +22.9% |
| 1Y | +68.1% | +29.1% | +39.0% | +50.5% |
| 3Y | +87.1% | +31.7% | +55.4% | +63.8% |
| 5Y | +47.6% | -35.2% | +82.9% | +61.9% |
| 10Y | -48.2% | -20.7% | -27.5% | -49.4% |
| All | +566.9% | +825.7% | -258.8% | +137.3% |
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