+5,383.8%
COO vs IFF
+848.0%
+4,535.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | +1.3% | +18.6% | -17.2% | -4.3% |
| 6M | -11.6% | +17.4% | -28.9% | -17.1% |
| YTD | -17.4% | +28.5% | -45.9% | -25.0% |
| 1Y | -1.6% | +32.5% | -34.1% | -11.5% |
| 3Y | -22.6% | +34.1% | -56.7% | -31.8% |
| 5Y | -40.3% | -35.2% | -5.2% | -35.3% |
| 10Y | +45.2% | -21.1% | +66.3% | +41.6% |
| All | +5,383.8% | +848.0% | +4,535.8% | +2,651.4% |
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 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