+114.1%
AS vs IFF
+11.7%
+102.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -22.1% | -0.3% | -21.8% | -22.1% |
| 3M | -15.3% | +18.6% | -33.9% | -22.3% |
| 6M | -15.6% | +17.4% | -32.9% | -22.7% |
| YTD | -23.2% | +28.5% | -51.7% | -32.9% |
| 1Y | -21.7% | +32.5% | -54.2% | -33.0% |
| All | +114.1% | +11.7% | +102.4% | +101.6% |
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 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