+5.2%
VUG vs IFF
+44.8%
-39.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.8% |
| 7D | -3.0% | -3.3% | +0.3% | -2.9% |
| 30D | -6.4% | +5.3% | -11.7% | -7.0% |
| 3M | -3.2% | +8.9% | -12.1% | -4.2% |
| 6M | +3.1% | +26.3% | -23.2% | +0.4% |
| YTD | +6.3% | +32.2% | -25.9% | +2.5% |
| 1Y | +5.2% | +45.8% | -40.6% | +0.8% |
| All | +5.2% | +44.8% | -39.7% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling