+305.8%
AA vs IFF
+848.0%
-542.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +4.0% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | -29.4% | +18.6% | -48.0% | -36.8% |
| 6M | -12.8% | +17.4% | -30.2% | -23.8% |
| YTD | -2.1% | +28.5% | -30.6% | -20.0% |
| 1Y | +62.8% | +32.5% | +30.2% | +29.5% |
| 3Y | +90.5% | +34.1% | +56.4% | +47.3% |
| 5Y | +19.1% | -35.2% | +54.2% | +36.3% |
| 10Y | +124.8% | -21.1% | +145.9% | +119.1% |
| All | +305.8% | +848.0% | -542.2% | +4.9% |
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