+35.5%
D vs IFF
-19.8%
+55.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -3.5% | -1.1% | -2.4% | -3.3% |
| 3M | -1.6% | +13.8% | -15.4% | -5.1% |
| 6M | +5.8% | +16.7% | -10.9% | +0.5% |
| YTD | +14.5% | +26.1% | -11.6% | +6.3% |
| 1Y | +14.2% | +33.5% | -19.4% | +4.1% |
| 3Y | +59.0% | +31.6% | +27.4% | +43.2% |
| 5Y | +5.4% | -34.9% | +40.3% | +12.0% |
| All | +35.5% | -19.8% | +55.3% | +21.3% |
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 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