+343.0%
DRI vs IFF
-20.3%
+363.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -3.2% | -3.2% | 0.0% | -2.0% |
| 30D | -7.8% | -0.3% | -7.5% | -7.7% |
| 3M | +0.4% | +8.4% | -8.1% | -3.1% |
| 6M | +4.8% | +23.0% | -18.2% | -4.9% |
| YTD | +16.7% | +25.5% | -8.7% | +4.5% |
| 1Y | +1.5% | +29.1% | -27.6% | -10.5% |
| 3Y | +56.3% | +31.7% | +24.6% | +30.9% |
| 5Y | +66.4% | -35.2% | +101.6% | +88.3% |
| All | +343.0% | -20.3% | +363.3% | +330.6% |
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