+359.5%
DAR vs IFF
-20.3%
+379.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -0.1% | -3.2% | +3.1% | +1.1% |
| 30D | +2.6% | -0.3% | +2.9% | +2.6% |
| 3M | +14.2% | +8.4% | +5.8% | +9.3% |
| 6M | +17.2% | +23.0% | -5.8% | +4.3% |
| YTD | +80.9% | +25.5% | +55.4% | +58.3% |
| 1Y | +104.0% | +29.1% | +74.9% | +75.9% |
| 3Y | +3.6% | +31.7% | -28.0% | -12.8% |
| 5Y | -7.8% | -35.2% | +27.4% | +3.0% |
| All | +359.5% | -20.3% | +379.7% | +337.2% |
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 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