+9,412.3%
DGX vs IFF
+281.0%
+9,131.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +15.8% | +8.4% | +7.3% | +13.1% |
| 6M | +18.2% | +23.0% | -4.9% | +10.9% |
| YTD | +37.2% | +25.5% | +11.7% | +28.0% |
| 1Y | +30.4% | +29.1% | +1.3% | +20.5% |
| 3Y | +96.7% | +31.7% | +65.1% | +77.6% |
| 5Y | +67.2% | -35.2% | +102.4% | +76.2% |
| 10Y | +253.9% | -20.7% | +274.7% | +239.3% |
| All | +9,412.3% | +281.0% | +9,131.3% | +5,833.9% |
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