+1,163.5%
C vs IFF
+856.0%
+307.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | -1.8% | +5.4% | +4.7% |
| 30D | +0.1% | -2.0% | +2.0% | +1.0% |
| 3M | +2.4% | +18.5% | -16.1% | -7.9% |
| 6M | +24.9% | +11.7% | +13.3% | +13.6% |
| YTD | +19.8% | +29.6% | -9.8% | -0.9% |
| 1Y | +44.9% | +35.0% | +9.9% | +16.1% |
| 3Y | +263.0% | +32.3% | +230.7% | +181.0% |
| 5Y | +129.5% | -34.6% | +164.1% | +153.4% |
| 10Y | +291.6% | -20.6% | +312.2% | +259.0% |
| All | +1,163.5% | +856.0% | +307.5% | +195.0% |
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