+52.8%
ES vs IFF
+24.4%
+28.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.1% | -5.7% | +5.8% | +1.2% |
| 30D | +6.7% | -2.7% | +9.4% | +7.2% |
| 3M | +0.3% | -2.3% | +2.6% | +0.7% |
| 6M | +7.4% | +6.0% | +1.4% | +5.7% |
| YTD | +8.4% | +24.6% | -16.2% | +1.9% |
| 1Y | +0.6% | +29.4% | -28.7% | -6.3% |
| All | +52.8% | +24.4% | +28.4% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling