+30.0%
DAR vs IFF
+17.2%
+12.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.3% |
| 7D | -0.2% | -3.0% | +2.9% | -0.8% |
| 30D | +7.4% | -0.9% | +8.4% | +7.4% |
| 3M | +15.7% | +11.8% | +3.8% | +17.6% |
| 6M | +30.0% | +16.5% | +13.5% | +34.8% |
| All | +30.0% | +17.2% | +12.8% | +34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling