+2,332.1%
D vs IFF
+794.2%
+1,537.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -3.1% | -6.9% | +3.9% | -1.5% |
| 30D | +8.4% | -8.9% | +17.2% | +10.6% |
| 3M | +0.2% | -3.7% | +3.9% | +0.9% |
| 6M | +9.5% | +3.5% | +6.0% | +7.9% |
| YTD | +18.8% | +21.2% | -2.4% | +11.7% |
| 1Y | +14.7% | +25.6% | -10.9% | +6.8% |
| 3Y | +72.9% | +19.7% | +53.2% | +60.8% |
| 5Y | +13.1% | -39.8% | +52.9% | +21.0% |
| 10Y | +47.2% | -13.2% | +60.4% | +38.8% |
| All | +2,332.1% | +794.2% | +1,537.9% | +1,286.2% |
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