+3,364.3%
DTE vs IFF
+825.7%
+2,538.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.6% | -3.2% | +0.6% | -1.8% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -8.3% | +8.4% | -16.8% | -10.7% |
| 6M | -8.1% | +23.0% | -31.1% | -14.1% |
| YTD | +4.4% | +25.5% | -21.0% | -3.2% |
| 1Y | +0.2% | +29.1% | -28.9% | -8.1% |
| 3Y | +42.6% | +31.7% | +11.0% | +27.8% |
| 5Y | +31.5% | -35.2% | +66.7% | +38.6% |
| 10Y | +138.2% | -20.7% | +159.0% | +128.4% |
| All | +3,364.3% | +825.7% | +2,538.6% | +1,506.9% |
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