+228.2%
ACWI vs IFF
-19.6%
+247.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -0.6% | -0.9% | +0.3% | -0.4% |
| 3M | +4.3% | +11.8% | -7.6% | +0.5% |
| 6M | +12.7% | +16.5% | -3.9% | +6.4% |
| YTD | +13.9% | +26.5% | -12.6% | +4.6% |
| 1Y | +20.5% | +32.7% | -12.2% | +8.6% |
| 3Y | +76.5% | +32.0% | +44.5% | +55.7% |
| 5Y | +67.5% | -36.1% | +103.6% | +82.8% |
| All | +228.2% | -19.6% | +247.8% | +213.5% |
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