+221.9%
COMP vs IFF
+33.6%
+188.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | -14.5% | -0.3% | -14.2% | -14.3% |
| 3M | +41.8% | +18.6% | +23.3% | +25.6% |
| 6M | +23.6% | +17.4% | +6.2% | +10.9% |
| YTD | +1.7% | +28.5% | -26.8% | -14.4% |
| 1Y | +12.6% | +32.5% | -20.0% | -7.2% |
| 3Y | +221.9% | +34.1% | +187.8% | +136.2% |
| All | +221.9% | +33.6% | +188.3% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling