+1,264.4%
BE vs IFF
-35.8%
+1,300.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | +9.0% | -3.2% | +12.2% | +10.4% |
| 30D | +16.3% | -0.3% | +16.6% | +16.3% |
| 3M | +10.8% | +8.4% | +2.4% | +6.3% |
| 6M | +73.2% | +23.0% | +50.2% | +55.6% |
| YTD | +217.4% | +25.5% | +191.9% | +177.7% |
| 1Y | +309.8% | +29.1% | +280.7% | +248.4% |
| 3Y | +1,726.2% | +31.7% | +1,694.5% | +1,318.0% |
| All | +1,264.4% | -35.8% | +1,300.2% | +1,589.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling