+346.2%
ATI vs IFF
+29.0%
+317.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.6% | -3.2% | -2.5% | -4.8% |
| 30D | -13.7% | -0.3% | -13.5% | -13.7% |
| 3M | -0.4% | +8.4% | -8.8% | -3.6% |
| 6M | +26.2% | +23.0% | +3.2% | +16.8% |
| YTD | +73.2% | +25.5% | +47.7% | +59.1% |
| 1Y | +161.6% | +29.1% | +132.5% | +137.7% |
| 3Y | +346.2% | +31.7% | +314.5% | +276.6% |
| All | +346.2% | +29.0% | +317.2% | +276.6% |
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 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