+3,626.1%
ALL vs IFF
+398.7%
+3,227.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -4.7% | -0.3% | -4.4% | -4.6% |
| 3M | +18.4% | +18.6% | -0.2% | +9.9% |
| 6M | +20.5% | +17.4% | +3.1% | +10.5% |
| YTD | +23.5% | +28.5% | -4.9% | +8.8% |
| 1Y | +29.0% | +32.5% | -3.5% | +11.6% |
| 3Y | +153.7% | +34.1% | +119.7% | +110.8% |
| 5Y | +114.8% | -35.2% | +150.0% | +131.3% |
| 10Y | +356.1% | -21.1% | +377.2% | +318.9% |
| All | +3,626.1% | +398.7% | +3,227.4% | +1,413.0% |
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