+60.6%
DAR vs IFF
+44.8%
+15.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.9% |
| 7D | -5.7% | -3.3% | -2.4% | -6.0% |
| 30D | -16.6% | +5.3% | -21.9% | -16.1% |
| 3M | -13.1% | +8.9% | -21.9% | -12.3% |
| 6M | -18.8% | +26.3% | -45.1% | -17.6% |
| YTD | +45.3% | +32.2% | +13.1% | +42.6% |
| 1Y | +60.6% | +45.8% | +14.9% | +49.7% |
| All | +60.6% | +44.8% | +15.8% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling