+47.2%
AR vs IFF
+22.2%
+25.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +7.4% | -1.8% | +9.1% | +7.3% |
| 30D | +5.8% | -9.4% | +15.2% | +5.5% |
| 3M | +5.2% | -3.0% | +8.2% | +5.3% |
| 6M | +5.4% | +5.8% | -0.4% | +6.2% |
| YTD | +12.4% | +22.4% | -9.9% | +12.0% |
| 1Y | +12.8% | +23.0% | -10.2% | +12.3% |
| 3Y | +47.2% | +21.8% | +25.4% | +32.8% |
| All | +47.2% | +22.2% | +25.0% | +32.8% |
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 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