+1,650.0%
DIS vs IFF
+794.2%
+855.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.1% |
| 7D | +0.9% | -6.9% | +7.8% | +3.6% |
| 30D | +8.9% | -8.9% | +17.8% | +12.6% |
| 3M | +14.5% | -3.7% | +18.2% | +15.9% |
| 6M | +12.2% | +3.5% | +8.8% | +9.9% |
| YTD | +4.7% | +21.2% | -16.5% | -4.6% |
| 1Y | +2.8% | +25.6% | -22.8% | -7.9% |
| 3Y | +38.1% | +19.7% | +18.4% | +22.2% |
| 5Y | -23.6% | -39.8% | +16.2% | -13.6% |
| 10Y | +31.4% | -13.2% | +44.6% | +20.6% |
| All | +1,650.0% | +794.2% | +855.8% | +426.5% |
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