+5.3%
DT vs IFF
+29.0%
-23.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | +3.0% | -0.3% | +3.3% | +3.1% |
| 3M | +26.5% | +8.4% | +18.1% | +25.2% |
| 6M | +35.9% | +23.0% | +12.9% | +31.1% |
| YTD | +17.8% | +25.5% | -7.6% | +12.5% |
| 1Y | +4.1% | +29.1% | -25.0% | -1.3% |
| 3Y | +5.3% | +31.7% | -26.4% | -5.7% |
| All | +5.3% | +29.0% | -23.7% | -5.7% |
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