+308.9%
BB vs IFF
+288.2%
+20.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -12.4% | -0.3% | -12.0% | -12.4% |
| 3M | -15.3% | +18.6% | -33.8% | -22.1% |
| 6M | +128.8% | +17.4% | +111.4% | +108.8% |
| YTD | +107.7% | +28.5% | +79.2% | +81.3% |
| 1Y | +103.9% | +32.5% | +71.4% | +74.3% |
| 3Y | +72.6% | +34.1% | +38.5% | +43.9% |
| 5Y | -24.3% | -35.2% | +10.9% | -15.1% |
| 10Y | +3.1% | -21.1% | +24.2% | +0.9% |
| All | +308.9% | +288.2% | +20.7% | +150.2% |
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