-68.5%
EL vs IFF
-35.8%
-32.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -6.5% | -3.2% | -3.3% | -4.9% |
| 30D | +11.1% | -0.3% | +11.4% | +11.5% |
| 3M | +10.7% | +8.4% | +2.3% | +6.0% |
| 6M | +6.9% | +23.0% | -16.2% | -5.1% |
| YTD | -6.3% | +25.5% | -31.8% | -17.7% |
| 1Y | +13.5% | +29.1% | -15.6% | -2.1% |
| 3Y | -33.1% | +31.7% | -64.7% | -42.4% |
| All | -68.5% | -35.8% | -32.7% | -62.0% |
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 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