+145.9%
AR vs IFF
-36.2%
+182.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | +3.5% | -1.1% | +4.7% | +3.6% |
| 3M | +9.9% | +13.8% | -3.9% | +8.1% |
| 6M | +4.5% | +16.7% | -12.1% | +1.6% |
| YTD | +13.7% | +26.1% | -12.5% | +8.4% |
| 1Y | +19.2% | +33.5% | -14.3% | +12.1% |
| 3Y | +46.2% | +31.6% | +14.6% | +33.5% |
| 5Y | +145.9% | -34.9% | +180.8% | +157.3% |
| All | +145.9% | -36.2% | +182.1% | +157.3% |
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