+41.8%
ALM vs IFF
+44.8%
-3.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +2.2% |
| 7D | -6.4% | -3.3% | -3.1% | -5.8% |
| 30D | -35.0% | +5.3% | -40.3% | -36.2% |
| 3M | -33.8% | +8.9% | -42.7% | -35.8% |
| 6M | -55.0% | +26.3% | -81.4% | -58.3% |
| YTD | -0.2% | +32.2% | -32.4% | -5.4% |
| 1Y | +41.8% | +45.8% | -4.0% | +37.5% |
| All | +41.8% | +44.8% | -3.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling