+651.5%
ADI vs IFF
-20.3%
+671.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +4.6% | -3.2% | +7.7% | +5.9% |
| 30D | -1.2% | -0.3% | -0.9% | -1.2% |
| 3M | -7.8% | +8.4% | -16.3% | -11.6% |
| 6M | +19.3% | +23.0% | -3.7% | +7.4% |
| YTD | +40.9% | +25.5% | +15.5% | +25.1% |
| 1Y | +54.5% | +29.1% | +25.4% | +35.2% |
| 3Y | +123.4% | +31.7% | +91.8% | +89.1% |
| 5Y | +142.3% | -35.2% | +177.5% | +171.7% |
| All | +651.5% | -20.3% | +671.7% | +608.7% |
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