+62.8%
VZ vs IFF
-19.8%
+82.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | -2.8% | +1.6% | -0.8% |
| 30D | +5.7% | -1.1% | +6.8% | +5.9% |
| 3M | +8.2% | +13.8% | -5.6% | +5.6% |
| 6M | +1.7% | +16.7% | -14.9% | -1.7% |
| YTD | +28.9% | +26.1% | +2.7% | +22.6% |
| 1Y | +22.7% | +33.5% | -10.8% | +15.5% |
| 3Y | +82.7% | +31.6% | +51.1% | +69.5% |
| 5Y | +26.4% | -34.9% | +61.3% | +31.5% |
| All | +62.8% | -19.8% | +82.6% | +53.8% |
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 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