+32.3%
DTE vs IFF
-35.8%
+68.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.6% | -3.2% | +0.6% | -2.1% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -8.3% | +8.4% | -16.8% | -9.7% |
| 6M | -8.1% | +23.0% | -31.1% | -11.7% |
| YTD | +4.4% | +25.5% | -21.0% | -0.1% |
| 1Y | +0.2% | +29.1% | -28.9% | -4.8% |
| 3Y | +42.6% | +31.7% | +11.0% | +34.1% |
| All | +32.3% | -35.8% | +68.1% | +34.3% |
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