+176.5%
DLR vs IFF
-20.3%
+196.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | -4.3% | -0.3% | -4.0% | -4.3% |
| 3M | +3.8% | +8.4% | -4.6% | +0.8% |
| 6M | +5.8% | +23.0% | -17.2% | -1.9% |
| YTD | +23.5% | +25.5% | -1.9% | +13.4% |
| 1Y | +11.1% | +29.1% | -18.0% | +0.7% |
| 3Y | +57.9% | +31.7% | +26.2% | +39.3% |
| 5Y | +44.0% | -35.2% | +79.2% | +55.4% |
| All | +176.5% | -20.3% | +196.7% | +154.6% |
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 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