+1,003.0%
BE vs IFF
-20.0%
+1,023.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | +9.0% | -3.2% | +12.2% | +10.8% |
| 30D | +16.3% | -0.3% | +16.6% | +16.3% |
| 3M | +10.8% | +8.4% | +2.4% | +4.7% |
| 6M | +73.2% | +23.0% | +50.2% | +50.2% |
| YTD | +217.4% | +25.5% | +191.9% | +167.2% |
| 1Y | +309.8% | +29.1% | +280.7% | +233.5% |
| 3Y | +1,726.2% | +31.7% | +1,694.5% | +1,277.7% |
| 5Y | +1,306.2% | -35.2% | +1,341.4% | +1,586.1% |
| All | +1,003.0% | -20.0% | +1,023.0% | +976.8% |
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