+2,010.2%
ALM vs IFF
+29.7%
+1,980.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | -7.1% | -2.8% | -4.3% | -6.4% |
| 30D | +24.7% | -1.1% | +25.8% | +24.9% |
| 3M | +8.3% | +13.8% | -5.5% | +3.8% |
| 6M | -22.2% | +16.7% | -38.8% | -26.0% |
| YTD | +88.1% | +26.1% | +62.0% | +75.3% |
| 1Y | +272.4% | +33.5% | +238.9% | +241.3% |
| All | +2,010.2% | +29.7% | +1,980.5% | +1,656.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling