-37.7%
DG vs IFF
-35.8%
-1.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -6.5% | -3.2% | -3.3% | -5.9% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | +9.5% | +8.4% | +1.1% | +7.5% |
| 6M | -13.1% | +23.0% | -36.2% | -17.2% |
| YTD | -4.8% | +25.5% | -30.3% | -9.6% |
| 1Y | +20.6% | +29.1% | -8.5% | +13.8% |
| 3Y | +4.9% | +31.7% | -26.7% | -1.6% |
| All | -37.7% | -35.8% | -1.9% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling