+226.1%
ACWI vs IFF
-13.3%
+239.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.2% |
| 7D | +2.7% | -6.9% | +9.6% | +4.8% |
| 30D | -2.6% | -8.9% | +6.3% | -0.2% |
| 3M | -3.2% | -3.7% | +0.5% | -2.5% |
| 6M | +1.9% | +3.5% | -1.6% | 0.0% |
| YTD | +11.3% | +21.2% | -9.8% | +3.1% |
| 1Y | +11.7% | +25.6% | -14.0% | +2.1% |
| 3Y | +74.4% | +19.7% | +54.7% | +58.3% |
| 5Y | +59.5% | -39.8% | +99.3% | +77.3% |
| All | +226.1% | -13.3% | +239.4% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling