+2,271.9%
D vs IFF
+856.0%
+1,415.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | -1.8% | +3.3% | +1.9% |
| 30D | -2.6% | -2.0% | -0.6% | -2.2% |
| 3M | 0.0% | +18.5% | -18.5% | -4.3% |
| 6M | +7.4% | +11.7% | -4.3% | +3.3% |
| YTD | +15.9% | +29.6% | -13.7% | +7.4% |
| 1Y | +18.1% | +35.0% | -16.8% | +8.1% |
| 3Y | +58.4% | +32.3% | +26.1% | +43.9% |
| 5Y | +5.2% | -34.6% | +39.8% | +10.3% |
| 10Y | +35.9% | -20.6% | +56.5% | +30.8% |
| All | +2,271.9% | +856.0% | +1,415.9% | +1,232.9% |
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 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