+1,261.0%
ES vs IFF
+794.2%
+466.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | -1.1% | -6.9% | +5.9% | +0.6% |
| 30D | +8.2% | -8.9% | +17.1% | +10.5% |
| 3M | +0.6% | -3.7% | +4.3% | +1.3% |
| 6M | +6.0% | +3.5% | +2.5% | +4.5% |
| YTD | +9.3% | +21.2% | -11.9% | +3.0% |
| 1Y | +1.1% | +25.6% | -24.5% | -5.7% |
| 3Y | +51.9% | +19.7% | +32.2% | +41.6% |
| 5Y | +6.5% | -39.8% | +46.3% | +14.0% |
| 10Y | +94.8% | -13.2% | +108.0% | +84.4% |
| All | +1,261.0% | +794.2% | +466.8% | +657.2% |
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