-24.2%
AR vs IFF
+42.7%
-66.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +14.8% | -2.0% | +16.8% | +15.4% |
| 3M | +6.2% | +18.5% | -12.3% | -0.8% |
| 6M | +4.3% | +11.7% | -7.4% | -2.5% |
| YTD | +14.4% | +29.6% | -15.2% | +0.1% |
| 1Y | +21.3% | +35.0% | -13.6% | +3.9% |
| 3Y | +39.8% | +32.3% | +7.5% | +15.2% |
| 5Y | +142.1% | -34.6% | +176.6% | +165.5% |
| 10Y | +52.0% | -20.6% | +72.7% | +41.0% |
| All | -24.2% | +42.7% | -66.9% | -40.7% |
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