+228.7%
VTV vs IFF
-20.3%
+249.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.1% | -3.2% | +2.1% | -0.2% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +4.6% | +8.4% | -3.8% | +1.8% |
| 6M | +13.5% | +23.0% | -9.5% | +5.3% |
| YTD | +18.5% | +25.5% | -7.0% | +8.9% |
| 1Y | +22.9% | +29.1% | -6.2% | +11.6% |
| 3Y | +67.8% | +31.7% | +36.2% | +47.6% |
| 5Y | +81.8% | -35.2% | +117.1% | +97.5% |
| All | +228.7% | -20.3% | +249.0% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling