+291.5%
C vs IFF
-19.8%
+311.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -2.8% | +3.0% | +1.4% |
| 30D | +2.0% | -1.1% | +3.1% | +2.3% |
| 3M | +4.4% | +13.8% | -9.5% | -1.7% |
| 6M | +28.3% | +16.7% | +11.7% | +17.8% |
| YTD | +20.5% | +26.1% | -5.6% | +6.0% |
| 1Y | +45.5% | +33.5% | +12.0% | +24.1% |
| 3Y | +274.0% | +31.6% | +242.4% | +208.0% |
| 5Y | +136.1% | -34.9% | +171.0% | +165.1% |
| All | +291.5% | -19.8% | +311.3% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling