+316.4%
ALM vs IFF
+34.4%
+281.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | +32.0% | -2.0% | +34.0% | +32.7% |
| 3M | -15.0% | +18.5% | -33.6% | -20.4% |
| 6M | -10.1% | +11.7% | -21.8% | -16.2% |
| YTD | +99.4% | +29.6% | +69.9% | +84.3% |
| 1Y | +316.4% | +35.0% | +281.4% | +273.3% |
| All | +316.4% | +34.4% | +281.9% | +273.3% |
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