+77.5%
VYM vs IFF
-35.8%
+113.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | -2.2% | -0.3% | -2.0% | -2.2% |
| 3M | +3.1% | +8.4% | -5.4% | +1.1% |
| 6M | +9.7% | +23.0% | -13.3% | +4.1% |
| YTD | +14.9% | +25.5% | -10.6% | +8.3% |
| 1Y | +17.6% | +29.1% | -11.5% | +9.8% |
| 3Y | +65.3% | +31.7% | +33.7% | +51.0% |
| All | +77.5% | -35.8% | +113.3% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling