+22.7%
VZ vs IFF
+32.7%
-10.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | -2.8% | +1.6% | -1.0% |
| 30D | +5.7% | -1.1% | +6.8% | +5.8% |
| 3M | +8.2% | +13.8% | -5.6% | +6.9% |
| 6M | +1.7% | +16.7% | -14.9% | +0.2% |
| YTD | +28.9% | +26.1% | +2.7% | +24.7% |
| 1Y | +22.7% | +33.5% | -10.8% | +16.0% |
| All | +22.7% | +32.7% | -10.0% | +16.0% |
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