+95.7%
EFV vs IFF
-35.8%
+131.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +0.6% | -0.3% | +0.9% | +0.7% |
| 3M | +7.5% | +8.4% | -0.9% | +5.2% |
| 6M | +13.0% | +23.0% | -10.0% | +6.8% |
| YTD | +18.3% | +25.5% | -7.1% | +11.0% |
| 1Y | +26.7% | +29.1% | -2.3% | +17.8% |
| 3Y | +89.6% | +31.7% | +57.9% | +72.9% |
| All | +95.7% | -35.8% | +131.5% | +106.3% |
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