+851.5%
DE vs IFF
-20.3%
+871.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | +9.0% | -0.3% | +9.3% | +9.1% |
| 3M | +19.1% | +8.4% | +10.7% | +15.2% |
| 6M | +14.4% | +23.0% | -8.7% | +4.7% |
| YTD | +45.9% | +25.5% | +20.5% | +32.2% |
| 1Y | +43.6% | +29.1% | +14.5% | +28.2% |
| 3Y | +75.9% | +31.7% | +44.2% | +52.4% |
| 5Y | +98.8% | -35.2% | +134.0% | +117.9% |
| All | +851.5% | -20.3% | +871.7% | +809.5% |
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 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