+898.9%
DD vs IFF
+833.5%
+65.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | -3.8% | -3.0% | -0.7% | -2.2% |
| 30D | -9.2% | -0.9% | -8.3% | -8.8% |
| 3M | -9.0% | +11.8% | -20.8% | -14.7% |
| 6M | -5.0% | +16.5% | -21.5% | -14.2% |
| YTD | +7.4% | +26.5% | -19.1% | -7.5% |
| 1Y | +35.1% | +32.7% | +2.4% | +13.0% |
| 3Y | +43.2% | +32.0% | +11.2% | +18.0% |
| 5Y | +59.6% | -36.1% | +95.7% | +85.0% |
| 10Y | +66.5% | -20.1% | +86.6% | +59.6% |
| All | +898.9% | +833.5% | +65.5% | +148.1% |
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