+1,817.4%
DAR vs IFF
+341.2%
+1,476.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +13.0% | -0.3% | +13.3% | +12.9% |
| 3M | +15.0% | +18.6% | -3.6% | +6.7% |
| 6M | +26.8% | +17.4% | +9.5% | +16.1% |
| YTD | +86.4% | +28.5% | +57.9% | +64.1% |
| 1Y | +115.1% | +32.5% | +82.6% | +86.8% |
| 3Y | +14.6% | +34.1% | -19.4% | -1.9% |
| 5Y | -8.8% | -35.2% | +26.4% | -0.4% |
| 10Y | +356.5% | -21.1% | +377.6% | +348.2% |
| All | +1,817.4% | +341.2% | +1,476.3% | +1,102.5% |
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