+1,115.2%
DIA vs IFF
+273.9%
+841.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -2.1% | -0.3% | -1.8% | -2.0% |
| 3M | +4.2% | +18.6% | -14.4% | -2.7% |
| 6M | +11.9% | +17.4% | -5.5% | +3.7% |
| YTD | +10.8% | +28.5% | -17.7% | -1.1% |
| 1Y | +17.5% | +32.5% | -15.0% | +3.3% |
| 3Y | +59.9% | +34.1% | +25.9% | +36.0% |
| 5Y | +64.1% | -35.2% | +99.3% | +77.8% |
| 10Y | +246.2% | -21.1% | +267.3% | +226.8% |
| All | +1,115.2% | +273.9% | +841.3% | +467.3% |
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