+38.4%
AR vs IFF
-20.3%
+58.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +12.3% | +8.4% | +3.9% | +8.6% |
| 6M | -3.1% | +23.0% | -26.2% | -12.4% |
| YTD | +11.5% | +25.5% | -13.9% | -0.9% |
| 1Y | +17.0% | +29.1% | -12.0% | +2.4% |
| 3Y | +47.3% | +31.7% | +15.6% | +21.6% |
| 5Y | +141.2% | -35.2% | +176.5% | +166.2% |
| All | +38.4% | -20.3% | +58.7% | +28.8% |
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