+5.3%
D vs IFF
-35.8%
+41.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -2.2% | -3.2% | +0.9% | -1.7% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | -2.5% | +8.4% | -11.0% | -4.2% |
| 6M | +5.5% | +23.0% | -17.5% | +0.6% |
| YTD | +13.3% | +25.5% | -12.2% | +7.3% |
| 1Y | +11.8% | +29.1% | -17.2% | +5.1% |
| 3Y | +56.7% | +31.7% | +25.1% | +45.4% |
| All | +5.3% | -35.8% | +41.1% | +5.9% |
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