+321.7%
VWO vs IFF
+230.8%
+90.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.8% | -3.2% | +1.4% | -0.3% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +2.2% | +8.4% | -6.2% | -2.5% |
| 6M | +8.8% | +23.0% | -14.3% | -3.7% |
| YTD | +12.4% | +25.5% | -13.1% | -2.1% |
| 1Y | +15.6% | +29.1% | -13.5% | -1.3% |
| 3Y | +62.5% | +31.7% | +30.9% | +31.5% |
| 5Y | +34.3% | -35.2% | +69.5% | +48.3% |
| 10Y | +114.8% | -20.7% | +135.5% | +82.3% |
| All | +321.7% | +230.8% | +90.9% | +7.2% |
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