+1,458.7%
DIS vs IFF
+856.0%
+602.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -1.8% | -0.8% | -1.9% |
| 30D | +3.5% | -2.0% | +5.4% | +4.2% |
| 3M | +6.8% | +18.5% | -11.7% | -0.3% |
| 6M | +3.0% | +11.7% | -8.7% | -2.4% |
| YTD | -6.7% | +29.6% | -36.3% | -16.9% |
| 1Y | -10.1% | +35.0% | -45.0% | -21.5% |
| 3Y | +33.0% | +32.3% | +0.8% | +13.2% |
| 5Y | -40.0% | -34.6% | -5.4% | -34.2% |
| 10Y | +21.1% | -20.6% | +41.7% | +15.7% |
| All | +1,458.7% | +856.0% | +602.7% | +358.6% |
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