+6,161.3%
EFX vs IFF
+825.7%
+5,335.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.5% | -3.2% | -1.4% | -3.4% |
| 30D | -6.1% | -0.3% | -5.8% | -5.9% |
| 3M | +6.2% | +8.4% | -2.2% | +2.9% |
| 6M | -11.2% | +23.0% | -34.2% | -19.0% |
| YTD | -21.4% | +25.5% | -46.9% | -29.2% |
| 1Y | -34.3% | +29.1% | -63.4% | -41.7% |
| 3Y | -12.5% | +31.7% | -44.2% | -23.8% |
| 5Y | -35.6% | -35.2% | -0.4% | -28.6% |
| 10Y | +41.8% | -20.7% | +62.5% | +36.9% |
| All | +6,161.3% | +825.7% | +5,335.6% | +2,290.0% |
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