+361.5%
ALL vs IFF
-20.3%
+381.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +16.0% | +8.4% | +7.6% | +13.2% |
| 6M | +24.6% | +23.0% | +1.5% | +16.3% |
| YTD | +23.7% | +25.5% | -1.8% | +14.4% |
| 1Y | +27.7% | +29.1% | -1.3% | +16.9% |
| 3Y | +150.2% | +31.7% | +118.6% | +121.5% |
| 5Y | +117.1% | -35.2% | +152.3% | +134.4% |
| All | +361.5% | -20.3% | +381.8% | +340.6% |
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