+199.6%
DKS vs IFF
-20.3%
+219.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.0% | -3.2% | +1.1% | -0.7% |
| 30D | -32.7% | -0.3% | -32.5% | -32.9% |
| 3M | -38.8% | +8.4% | -47.2% | -41.2% |
| 6M | -29.4% | +23.0% | -52.5% | -36.3% |
| YTD | -30.3% | +25.5% | -55.8% | -38.0% |
| 1Y | -39.6% | +29.1% | -68.7% | -47.1% |
| 3Y | +32.2% | +31.7% | +0.5% | +13.0% |
| 5Y | +15.1% | -35.2% | +50.3% | +31.2% |
| All | +199.6% | -20.3% | +219.8% | +200.7% |
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