+1,138.4%
BR vs IFF
+174.2%
+964.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.0% | -2.8% | -3.2% | -5.0% |
| 30D | -0.9% | -1.1% | +0.3% | -0.5% |
| 3M | +16.4% | +13.8% | +2.5% | +10.6% |
| 6M | -8.2% | +16.7% | -24.9% | -14.7% |
| YTD | -23.2% | +26.1% | -49.3% | -31.0% |
| 1Y | -30.9% | +33.5% | -64.4% | -39.5% |
| 3Y | -5.0% | +31.6% | -36.6% | -18.9% |
| 5Y | +8.8% | -34.9% | +43.6% | +18.3% |
| 10Y | +190.1% | -20.3% | +210.4% | +166.1% |
| All | +1,138.4% | +174.2% | +964.2% | +426.3% |
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