+54.5%
DRI vs IFF
+29.7%
+24.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.3% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +2.7% | +13.8% | -11.1% | 0.0% |
| 6M | +3.6% | +16.7% | -13.1% | -0.1% |
| YTD | +15.4% | +26.1% | -10.7% | +9.2% |
| 1Y | +1.3% | +33.5% | -32.2% | -5.5% |
| All | +54.5% | +29.7% | +24.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling