+7,085.5%
DRI vs IFF
+262.0%
+6,823.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | +3.8% | -2.0% | +5.8% | +4.5% |
| 3M | +13.0% | +18.5% | -5.5% | +5.2% |
| 6M | +8.3% | +11.7% | -3.4% | +1.9% |
| YTD | +20.6% | +29.6% | -9.0% | +6.6% |
| 1Y | +6.5% | +35.0% | -28.5% | -7.9% |
| 3Y | +53.7% | +32.3% | +21.4% | +29.8% |
| 5Y | +72.7% | -34.6% | +107.2% | +88.0% |
| 10Y | +363.2% | -20.6% | +383.8% | +349.1% |
| All | +7,085.5% | +262.0% | +6,823.5% | +3,415.5% |
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 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