+1,117.0%
ATI vs IFF
+315.5%
+801.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.7% |
| 7D | +2.4% | -3.0% | +5.4% | +4.7% |
| 30D | -9.5% | -0.9% | -8.6% | -9.1% |
| 3M | +10.4% | +11.8% | -1.5% | -0.4% |
| 6M | +31.8% | +16.5% | +15.3% | +13.1% |
| YTD | +80.0% | +26.5% | +53.5% | +44.1% |
| 1Y | +175.8% | +32.7% | +143.1% | +110.4% |
| 3Y | +364.2% | +32.0% | +332.2% | +231.4% |
| 5Y | +1,076.9% | -36.1% | +1,112.9% | +1,256.0% |
| 10Y | +1,178.1% | -20.1% | +1,198.1% | +1,043.9% |
| All | +1,117.0% | +315.5% | +801.5% | +205.3% |
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 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