+14,278.6%
DE vs IFF
+830.6%
+13,448.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | +9.7% | -1.1% | +10.8% | +10.1% |
| 3M | +21.4% | +13.8% | +7.5% | +13.8% |
| 6M | +15.0% | +16.7% | -1.7% | +5.2% |
| YTD | +46.4% | +26.1% | +20.3% | +28.9% |
| 1Y | +45.6% | +33.5% | +12.1% | +24.4% |
| 3Y | +76.8% | +31.6% | +45.2% | +47.8% |
| 5Y | +99.4% | -34.9% | +134.3% | +117.5% |
| 10Y | +864.6% | -20.3% | +884.9% | +799.9% |
| All | +14,278.6% | +830.6% | +13,448.0% | +4,155.9% |
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