-40.7%
DIS vs IFF
-36.2%
-4.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | +2.2% | -1.1% | +3.3% | +2.6% |
| 3M | +8.1% | +13.8% | -5.7% | +3.8% |
| 6M | +5.2% | +16.7% | -11.4% | -0.3% |
| YTD | -6.3% | +26.1% | -32.4% | -13.6% |
| 1Y | -7.3% | +33.5% | -40.8% | -16.3% |
| 3Y | +33.8% | +31.6% | +2.2% | +15.7% |
| 5Y | -40.7% | -34.9% | -5.9% | -33.4% |
| All | -40.7% | -36.2% | -4.5% | -33.4% |
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 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