+8,043.4%
ALM vs IFF
+44.4%
+7,999.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | +3.6% | -3.0% | +6.6% | +4.2% |
| 30D | +33.8% | -0.9% | +34.7% | +33.9% |
| 3M | +14.8% | +11.8% | +2.9% | +12.0% |
| 6M | -7.0% | +16.5% | -23.5% | -9.9% |
| YTD | +108.1% | +26.5% | +81.5% | +98.4% |
| 1Y | +313.8% | +32.7% | +281.1% | +290.6% |
| 3Y | +2,227.6% | +32.0% | +2,195.6% | +2,079.0% |
| 5Y | +956.6% | -36.1% | +992.7% | +994.1% |
| 10Y | +3,082.3% | -20.1% | +3,102.3% | +3,007.0% |
| All | +8,043.4% | +44.4% | +7,999.0% | +4,577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling