-25.5%
AR vs IFF
+34.8%
-60.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +7.4% | -1.8% | +9.1% | +8.0% |
| 30D | +5.8% | -9.4% | +15.2% | +9.3% |
| 3M | +5.2% | -3.0% | +8.2% | +6.2% |
| 6M | +5.4% | +5.8% | -0.4% | +2.1% |
| YTD | +12.4% | +22.4% | -9.9% | +0.2% |
| 1Y | +12.8% | +23.0% | -10.2% | +0.2% |
| 3Y | +47.2% | +21.8% | +25.4% | +25.4% |
| 5Y | +101.1% | -39.2% | +140.4% | +128.1% |
| 10Y | +57.6% | -12.4% | +70.0% | +38.8% |
| All | -25.5% | +34.8% | -60.3% | -40.6% |
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