+659.1%
B vs IFF
+802.8%
-143.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -7.3% | -1.8% | -5.6% | -7.0% |
| 30D | -3.3% | -9.4% | +6.1% | -1.8% |
| 3M | -7.8% | -3.0% | -4.8% | -7.5% |
| 6M | -15.5% | +5.8% | -21.3% | -16.6% |
| YTD | -12.3% | +22.4% | -34.6% | -15.8% |
| 1Y | +5.4% | +23.0% | -17.7% | +1.0% |
| 3Y | +165.5% | +21.8% | +143.8% | +153.2% |
| 5Y | +107.0% | -39.2% | +146.3% | +117.5% |
| 10Y | +210.6% | -12.4% | +223.0% | +196.0% |
| All | +659.1% | +802.8% | -143.7% | +621.1% |
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