+235.3%
IIF price history and return analytics
+363.9%
-128.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.9% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | +5.0% | -1.4% | +6.4% | +6.4% |
| 3M | -4.1% | -1.4% | -2.7% | -2.9% |
| 6M | +2.2% | +5.5% | -3.2% | -3.3% |
| YTD | -10.6% | +12.8% | -23.4% | -20.9% |
| 1Y | -11.3% | +15.4% | -26.7% | -23.4% |
| 3Y | +39.9% | +76.9% | -37.0% | -22.8% |
| 5Y | +37.0% | +60.4% | -23.4% | -18.5% |
| 10Y | +111.4% | +232.8% | -121.4% | -45.7% |
| All | +235.3% | +363.9% | -128.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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