+678.6%
AU vs IFF
-35.8%
+714.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -3.3% |
| 30D | +7.3% | -0.3% | +7.6% | +7.4% |
| 3M | +26.3% | +8.4% | +17.9% | +23.2% |
| 6M | +1.8% | +23.0% | -21.3% | -4.0% |
| YTD | +26.8% | +25.5% | +1.4% | +19.1% |
| 1Y | +66.7% | +29.1% | +37.6% | +55.2% |
| 3Y | +579.1% | +31.7% | +547.4% | +526.6% |
| All | +678.6% | -35.8% | +714.4% | +686.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling