-29.9%
COMP vs IFF
-34.2%
+4.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +1.4% | -1.8% | +3.2% | +2.9% |
| 30D | -13.3% | -2.0% | -11.4% | -12.0% |
| 3M | +41.1% | +18.5% | +22.6% | +22.8% |
| 6M | +17.2% | +11.7% | +5.5% | +7.7% |
| YTD | +5.2% | +29.6% | -24.4% | -15.1% |
| 1Y | +18.9% | +35.0% | -16.0% | -7.3% |
| 3Y | +215.9% | +32.3% | +183.6% | +134.2% |
| All | -29.9% | -34.2% | +4.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling