+31.4%
ED vs IFF
+29.0%
+2.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +0.5% | +8.4% | -8.0% | -0.3% |
| 6M | -3.1% | +23.0% | -26.2% | -5.3% |
| YTD | +9.8% | +25.5% | -15.6% | +7.1% |
| 1Y | +12.6% | +29.1% | -16.5% | +9.3% |
| 3Y | +31.4% | +31.7% | -0.3% | +21.7% |
| All | +31.4% | +29.0% | +2.4% | +21.7% |
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