+96.2%
AGG vs IFF
+322.2%
-226.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.1% | -0.3% | -0.9% | -1.1% |
| 3M | -1.9% | +8.4% | -10.4% | -1.9% |
| 6M | -1.7% | +23.0% | -24.7% | -1.7% |
| YTD | -1.3% | +25.5% | -26.8% | -1.3% |
| 1Y | -0.7% | +29.1% | -29.8% | -0.8% |
| 3Y | +12.5% | +31.7% | -19.2% | +12.6% |
| 5Y | -2.5% | -35.2% | +32.7% | -2.9% |
| 10Y | +14.2% | -20.7% | +35.0% | +14.5% |
| All | +96.2% | +322.2% | -226.0% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling