+461.0%
A vs IFF
+306.0%
+155.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -2.6% | -3.2% | +0.6% | -1.1% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | +13.6% | +8.4% | +5.2% | +8.5% |
| 6M | +27.8% | +23.0% | +4.8% | +13.2% |
| YTD | +8.6% | +25.5% | -16.8% | -5.4% |
| 1Y | +16.9% | +29.1% | -12.2% | -0.1% |
| 3Y | +32.9% | +31.7% | +1.3% | +10.1% |
| 5Y | -14.1% | -35.2% | +21.1% | -3.5% |
| 10Y | +254.1% | -20.7% | +274.8% | +228.8% |
| All | +461.0% | +306.0% | +155.0% | +96.3% |
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