+67.5%
ACWI vs IFF
-35.9%
+103.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -0.6% | -0.9% | +0.3% | -0.4% |
| 3M | +4.3% | +11.8% | -7.6% | +1.1% |
| 6M | +12.7% | +16.5% | -3.9% | +7.4% |
| YTD | +13.9% | +26.5% | -12.6% | +6.0% |
| 1Y | +20.5% | +32.7% | -12.2% | +10.4% |
| 3Y | +76.5% | +32.0% | +44.5% | +58.4% |
| 5Y | +67.5% | -36.1% | +103.6% | +82.0% |
| All | +67.5% | -35.9% | +103.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling