+196.6%
B vs IFF
+30.1%
+166.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +1.0% | -3.0% | +4.1% | +2.1% |
| 30D | +9.5% | -0.9% | +10.4% | +9.8% |
| 3M | +14.3% | +11.8% | +2.5% | +10.2% |
| 6M | -1.9% | +16.5% | -18.4% | -7.1% |
| YTD | +4.1% | +26.5% | -22.4% | -3.7% |
| 1Y | +56.1% | +32.7% | +23.4% | +42.3% |
| All | +196.6% | +30.1% | +166.5% | +158.3% |
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 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