+69.9%
ED vs IFF
-36.2%
+106.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | -2.8% | +0.9% | -1.6% |
| 30D | +0.1% | -1.1% | +1.2% | +0.2% |
| 3M | 0.0% | +13.8% | -13.8% | -1.6% |
| 6M | -2.5% | +16.7% | -19.2% | -4.7% |
| YTD | +10.1% | +26.1% | -16.0% | +6.5% |
| 1Y | +13.6% | +33.5% | -19.9% | +9.0% |
| 3Y | +32.4% | +31.6% | +0.8% | +25.9% |
| 5Y | +69.9% | -34.9% | +104.7% | +73.2% |
| All | +69.9% | -36.2% | +106.1% | +73.2% |
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