+1,044.5%
C vs IFF
+794.2%
+250.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.4% |
| 7D | +4.7% | -6.9% | +11.7% | +8.8% |
| 30D | +0.2% | -8.9% | +9.0% | +4.9% |
| 3M | -9.3% | -3.7% | -5.6% | -8.3% |
| 6M | -0.8% | +3.5% | -4.3% | -4.8% |
| YTD | +8.5% | +21.2% | -12.7% | -7.6% |
| 1Y | +23.1% | +25.6% | -2.5% | +2.2% |
| 3Y | +220.8% | +19.7% | +201.0% | +161.8% |
| 5Y | +112.4% | -39.8% | +152.2% | +145.4% |
| 10Y | +217.9% | -13.2% | +231.2% | +173.1% |
| All | +1,044.5% | +794.2% | +250.3% | +175.0% |
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