-13.8%
A vs IFF
-35.5%
+21.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.6% | -2.8% | -1.8% | -3.6% |
| 30D | -4.3% | -1.1% | -3.1% | -3.9% |
| 3M | +8.9% | +13.8% | -4.9% | +3.5% |
| 6M | +24.5% | +16.7% | +7.8% | +16.1% |
| YTD | +5.8% | +26.1% | -20.3% | -4.7% |
| 1Y | +16.2% | +33.5% | -17.3% | +2.1% |
| 3Y | +28.5% | +31.6% | -3.1% | +12.3% |
| All | -13.8% | -35.5% | +21.6% | -5.0% |
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 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