+117.8%
EW vs IFF
-20.3%
+138.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.6% |
| 7D | -6.2% | -3.2% | -3.0% | -5.2% |
| 30D | -9.3% | -0.3% | -9.0% | -9.3% |
| 3M | -1.6% | +8.4% | -10.1% | -4.5% |
| 6M | -0.8% | +23.0% | -23.9% | -8.4% |
| YTD | -1.0% | +25.5% | -26.5% | -9.7% |
| 1Y | +8.2% | +29.1% | -20.9% | -2.5% |
| 3Y | +12.7% | +31.7% | -19.0% | -1.4% |
| 5Y | -30.2% | -35.2% | +5.0% | -23.0% |
| All | +117.8% | -20.3% | +138.0% | +113.8% |
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