+77.6%
ACWI vs IFF
+33.6%
+44.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +4.7% | +18.6% | -13.9% | +0.9% |
| 6M | +14.5% | +17.4% | -2.9% | +9.9% |
| YTD | +14.6% | +28.5% | -13.9% | +7.5% |
| 1Y | +21.4% | +32.5% | -11.1% | +12.9% |
| 3Y | +77.6% | +34.1% | +43.5% | +62.6% |
| All | +77.6% | +33.6% | +44.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling