+2,207.4%
ED vs IFF
+856.0%
+1,351.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -0.1% | -2.0% | +1.8% | +0.2% |
| 3M | +3.9% | +18.5% | -14.6% | 0.0% |
| 6M | -3.0% | +11.7% | -14.7% | -6.2% |
| YTD | +10.7% | +29.6% | -18.9% | +3.6% |
| 1Y | +13.3% | +35.0% | -21.6% | +4.9% |
| 3Y | +34.5% | +32.3% | +2.2% | +22.9% |
| 5Y | +67.1% | -34.6% | +101.7% | +74.1% |
| 10Y | +103.0% | -20.6% | +123.7% | +94.6% |
| All | +2,207.4% | +856.0% | +1,351.3% | +932.1% |
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