+11,570.3%
COST vs IFF
+830.6%
+10,739.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.6% |
| 30D | -4.4% | -1.1% | -3.3% | -4.2% |
| 3M | -8.1% | +13.8% | -21.9% | -12.2% |
| 6M | -9.2% | +16.7% | -25.9% | -15.1% |
| YTD | +5.1% | +26.1% | -21.0% | -4.4% |
| 1Y | -5.1% | +33.5% | -38.6% | -15.6% |
| 3Y | +70.4% | +31.6% | +38.8% | +48.2% |
| 5Y | +104.7% | -34.9% | +139.6% | +118.1% |
| 10Y | +608.8% | -20.3% | +629.1% | +555.2% |
| All | +11,570.3% | +830.6% | +10,739.7% | +3,117.3% |
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