+317.4%
DINO vs IFF
-35.8%
+353.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +2.7% |
| 30D | +22.6% | -0.3% | +22.9% | +22.6% |
| 3M | +55.2% | +8.4% | +46.8% | +52.8% |
| 6M | +93.8% | +23.0% | +70.7% | +84.4% |
| YTD | +139.5% | +25.5% | +114.0% | +125.4% |
| 1Y | +115.3% | +29.1% | +86.2% | +100.7% |
| 3Y | +98.8% | +31.7% | +67.1% | +81.8% |
| All | +317.4% | -35.8% | +353.2% | +336.9% |
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 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