+790.6%
B vs IFF
+848.0%
-57.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +1.4% | -0.3% | +1.7% | +1.4% |
| 3M | +12.2% | +18.6% | -6.4% | +8.7% |
| 6M | -2.1% | +17.4% | -19.5% | -5.1% |
| YTD | +2.9% | +28.5% | -25.5% | -1.8% |
| 1Y | +55.3% | +32.5% | +22.8% | +47.1% |
| 3Y | +198.7% | +34.1% | +164.6% | +180.5% |
| 5Y | +153.8% | -35.2% | +188.9% | +163.9% |
| 10Y | +193.4% | -21.1% | +214.5% | +185.6% |
| All | +790.6% | +848.0% | -57.4% | +740.4% |
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