+80.0%
ES vs IFF
-19.8%
+99.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.5% | -2.8% | -0.7% | -2.8% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | -0.3% | +13.8% | -14.1% | -3.9% |
| 6M | -5.2% | +16.7% | -21.8% | -10.0% |
| YTD | +4.8% | +26.1% | -21.3% | -2.8% |
| 1Y | +12.7% | +33.5% | -20.8% | +2.7% |
| 3Y | +27.5% | +31.6% | -4.1% | +14.9% |
| 5Y | -4.7% | -34.9% | +30.2% | +1.4% |
| All | +80.0% | -19.8% | +99.9% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling