+207.0%
C vs IFF
-12.5%
+219.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +4.2% | -1.8% | +5.9% | +4.9% |
| 30D | +2.0% | -9.4% | +11.4% | +5.7% |
| 3M | -10.1% | -3.0% | -7.1% | -9.6% |
| 6M | +1.0% | +5.8% | -4.8% | -2.8% |
| YTD | +8.5% | +22.4% | -13.9% | -4.2% |
| 1Y | +25.7% | +23.0% | +2.7% | +10.6% |
| 3Y | +216.0% | +21.8% | +194.2% | +168.1% |
| 5Y | +112.3% | -39.2% | +151.6% | +147.2% |
| All | +207.0% | -12.5% | +219.5% | +187.8% |
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 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