+539.1%
DG vs IFF
+201.4%
+337.7%
-72.6%
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% | -2.2% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | +1.8% | -0.9% | +2.7% | +1.9% |
| 3M | +14.5% | +11.8% | +2.6% | +11.3% |
| 6M | -13.6% | +16.5% | -30.1% | -17.3% |
| YTD | -4.8% | +26.5% | -31.4% | -10.7% |
| 1Y | +21.6% | +32.7% | -11.1% | +12.7% |
| 3Y | +4.5% | +32.0% | -27.5% | -4.2% |
| 5Y | -38.5% | -36.1% | -2.4% | -34.9% |
| 10Y | +102.2% | -20.1% | +122.3% | +92.0% |
| All | +539.1% | +201.4% | +337.7% | +271.1% |
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