+64.6%
DRI vs IFF
-36.2%
+100.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.2% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +2.7% | +13.8% | -11.1% | -0.6% |
| 6M | +3.6% | +16.7% | -13.1% | -1.0% |
| YTD | +15.4% | +26.1% | -10.7% | +7.9% |
| 1Y | +1.3% | +33.5% | -32.2% | -7.0% |
| 3Y | +53.1% | +31.6% | +21.5% | +37.2% |
| 5Y | +64.6% | -34.9% | +99.4% | +85.5% |
| All | +64.6% | -36.2% | +100.8% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling