+67.8%
B vs IFF
+34.4%
+33.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | +9.4% | -2.0% | +11.4% | +10.1% |
| 3M | +5.0% | +18.5% | -13.6% | -1.2% |
| 6M | -3.5% | +11.7% | -15.2% | -9.6% |
| YTD | +4.5% | +29.6% | -25.1% | -2.9% |
| 1Y | +67.8% | +35.0% | +32.8% | +50.7% |
| All | +67.8% | +34.4% | +33.4% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling