+1,272.1%
ES vs IFF
+802.8%
+469.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +7.6% | -9.4% | +17.0% | +10.0% |
| 3M | +0.5% | -3.0% | +3.5% | +1.0% |
| 6M | +7.6% | +5.8% | +1.8% | +5.6% |
| YTD | +10.2% | +22.4% | -12.1% | +3.6% |
| 1Y | +1.8% | +23.0% | -21.2% | -4.5% |
| 3Y | +55.4% | +21.8% | +33.6% | +44.3% |
| 5Y | +7.3% | -39.2% | +46.6% | +14.7% |
| 10Y | +96.4% | -12.4% | +108.8% | +85.5% |
| All | +1,272.1% | +802.8% | +469.3% | +661.6% |
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 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