-14.0%
COMP vs IFF
-34.0%
+19.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.9% |
| 7D | +14.5% | -10.8% | +25.3% | +24.8% |
| 30D | +14.9% | -0.1% | +15.1% | +13.8% |
| 3M | -14.2% | -1.2% | -13.0% | -14.4% |
| 6M | +23.7% | +5.2% | +18.5% | +16.7% |
| YTD | +2.1% | +27.3% | -25.2% | -18.0% |
| 1Y | +26.2% | +39.2% | -13.0% | -6.3% |
| 3Y | +470.9% | +26.1% | +444.8% | +330.4% |
| 5Y | -14.0% | -37.0% | +23.0% | +24.4% |
| All | -14.0% | -34.0% | +19.9% | +24.4% |
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