+22.7%
DIS vs IFF
-19.8%
+42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | +2.2% | -1.1% | +3.3% | +2.6% |
| 3M | +8.1% | +13.8% | -5.7% | +3.2% |
| 6M | +5.2% | +16.7% | -11.4% | -1.0% |
| YTD | -6.3% | +26.1% | -32.4% | -14.5% |
| 1Y | -7.3% | +33.5% | -40.8% | -17.4% |
| 3Y | +33.8% | +31.6% | +2.2% | +15.5% |
| 5Y | -40.7% | -34.9% | -5.9% | -34.7% |
| All | +22.7% | -19.8% | +42.5% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling