+915.8%
ALM vs IFF
-36.2%
+952.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | -7.1% | -2.8% | -4.3% | -6.6% |
| 30D | +24.7% | -1.1% | +25.8% | +24.9% |
| 3M | +8.3% | +13.8% | -5.5% | +5.2% |
| 6M | -22.2% | +16.7% | -38.8% | -24.8% |
| YTD | +88.1% | +26.1% | +62.0% | +79.4% |
| 1Y | +272.4% | +33.5% | +238.9% | +251.3% |
| 3Y | +2,004.1% | +31.6% | +1,972.5% | +1,875.6% |
| 5Y | +915.8% | -34.9% | +950.7% | +914.0% |
| All | +915.8% | -36.2% | +952.0% | +914.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling