+251.6%
EFV vs IFF
+257.8%
-6.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -0.8% |
| 30D | -0.2% | -1.1% | +0.9% | +0.2% |
| 3M | +9.1% | +13.8% | -4.7% | +2.3% |
| 6M | +11.7% | +16.7% | -5.0% | +2.2% |
| YTD | +17.0% | +26.1% | -9.1% | +2.9% |
| 1Y | +26.7% | +33.5% | -6.8% | +8.0% |
| 3Y | +90.2% | +31.6% | +58.6% | +57.2% |
| 5Y | +96.1% | -34.9% | +131.0% | +116.0% |
| 10Y | +164.5% | -20.3% | +184.8% | +133.4% |
| All | +251.6% | +257.8% | -6.1% | +10.3% |
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 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