+383.4%
EFA vs IFF
+372.0%
+11.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | -2.2% | -1.1% | -1.1% | -1.9% |
| 3M | +5.7% | +13.8% | -8.2% | -0.6% |
| 6M | +8.2% | +16.7% | -8.5% | -0.5% |
| YTD | +11.8% | +26.1% | -14.4% | -1.0% |
| 1Y | +18.3% | +33.5% | -15.2% | +1.7% |
| 3Y | +64.9% | +31.6% | +33.3% | +38.1% |
| 5Y | +52.4% | -34.9% | +87.3% | +67.5% |
| 10Y | +142.4% | -20.3% | +162.7% | +118.6% |
| All | +383.4% | +372.0% | +11.5% | +65.0% |
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