+49.1%
D vs IFF
-12.5%
+61.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +7.7% | -9.4% | +17.2% | +10.2% |
| 3M | -0.3% | -3.0% | +2.7% | +0.2% |
| 6M | +10.1% | +5.8% | +4.3% | +7.8% |
| YTD | +19.1% | +22.4% | -3.3% | +11.1% |
| 1Y | +15.9% | +23.0% | -7.1% | +7.9% |
| 3Y | +75.0% | +21.8% | +53.2% | +60.6% |
| 5Y | +13.4% | -39.2% | +52.6% | +23.1% |
| All | +49.1% | -12.5% | +61.6% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling