+112.2%
DT vs IFF
-29.6%
+141.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.5% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | +24.1% | +11.8% | +12.3% | +19.5% |
| 6M | +30.1% | +16.5% | +13.6% | +21.6% |
| YTD | +16.8% | +26.5% | -9.8% | +5.2% |
| 1Y | -0.1% | +32.7% | -32.8% | -11.9% |
| 3Y | +6.8% | +32.0% | -25.2% | -9.2% |
| 5Y | -28.4% | -36.1% | +7.7% | -19.1% |
| All | +112.2% | -29.6% | +141.8% | +111.0% |
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