+32.0%
DRI vs IFF
+44.8%
-12.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +5.9% |
| 7D | +6.5% | -3.3% | +9.8% | +6.9% |
| 30D | +16.4% | +5.3% | +11.1% | +15.2% |
| 3M | +13.6% | +8.9% | +4.8% | +11.7% |
| 6M | +22.0% | +26.3% | -4.3% | +17.0% |
| YTD | +29.3% | +32.2% | -2.9% | +22.5% |
| 1Y | +32.0% | +45.8% | -13.7% | +22.3% |
| All | +32.0% | +44.8% | -12.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling