-10.9%
DOW vs IFF
-17.0%
+6.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.1% |
| 7D | -6.0% | -3.0% | -3.0% | -4.7% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | -10.5% | +11.8% | -22.3% | -16.4% |
| 6M | -12.4% | +16.5% | -29.0% | -22.7% |
| YTD | +30.0% | +26.5% | +3.5% | +9.1% |
| 1Y | +27.8% | +32.7% | -4.9% | +4.5% |
| 3Y | -34.9% | +32.0% | -66.9% | -47.4% |
| 5Y | -35.9% | -36.1% | +0.2% | -25.4% |
| All | -10.9% | -17.0% | +6.1% | -22.1% |
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