+208.4%
AGI vs IFF
+29.0%
+179.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.7% | -3.2% | +0.4% | -1.5% |
| 30D | +7.2% | -0.3% | +7.5% | +7.4% |
| 3M | +4.3% | +8.4% | -4.2% | +1.3% |
| 6M | -27.1% | +23.0% | -50.1% | -32.2% |
| YTD | -6.6% | +25.5% | -32.1% | -13.7% |
| 1Y | +9.5% | +29.1% | -19.5% | +0.2% |
| 3Y | +208.4% | +31.7% | +176.8% | +167.9% |
| All | +208.4% | +29.0% | +179.5% | +167.9% |
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 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