+2,589.2%
ALM vs IFF
-20.3%
+2,609.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -11.8% | -3.2% | -8.7% | -11.3% |
| 30D | +7.8% | -0.3% | +8.1% | +7.8% |
| 3M | -9.3% | +8.4% | -17.7% | -11.1% |
| 6M | -30.5% | +23.0% | -53.5% | -33.5% |
| YTD | +75.8% | +25.5% | +50.4% | +67.1% |
| 1Y | +241.2% | +29.1% | +212.1% | +221.9% |
| 3Y | +1,872.6% | +31.7% | +1,841.0% | +1,733.3% |
| 5Y | +849.6% | -35.2% | +884.8% | +887.0% |
| All | +2,589.2% | -20.3% | +2,609.5% | +2,403.0% |
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 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