+922.4%
VZ vs IFF
+825.2%
+97.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +2.4% | -9.8% | +12.1% | +5.1% |
| 30D | +11.2% | -1.6% | +12.8% | +11.6% |
| 3M | 0.0% | -1.8% | +1.8% | +0.3% |
| 6M | +1.3% | +3.6% | -2.4% | -0.4% |
| YTD | +21.3% | +25.4% | -4.1% | +12.1% |
| 1Y | +23.9% | +35.4% | -11.5% | +12.1% |
| 3Y | +57.7% | +23.9% | +33.8% | +43.0% |
| 5Y | +21.2% | -37.1% | +58.3% | +28.8% |
| 10Y | +70.6% | -10.3% | +80.8% | +53.1% |
| All | +922.4% | +825.2% | +97.2% | +237.2% |
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