+61.5%
ACWI vs IFF
-37.6%
+99.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.7% | -5.7% | +5.1% | +0.7% |
| 30D | -2.0% | -2.7% | +0.7% | -1.6% |
| 3M | -2.2% | -2.3% | +0.2% | -1.9% |
| 6M | +1.9% | +6.0% | -4.1% | -0.3% |
| YTD | +12.0% | +24.6% | -12.6% | +4.2% |
| 1Y | +12.5% | +29.4% | -16.8% | +3.5% |
| 3Y | +75.4% | +23.1% | +52.3% | +59.9% |
| 5Y | +61.5% | -37.2% | +98.7% | +82.5% |
| All | +61.5% | -37.6% | +99.1% | +82.5% |
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 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