+6,206.9%
EW vs IFF
+359.5%
+5,847.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | +1.0% | +18.6% | -17.5% | -4.5% |
| 6M | +6.2% | +17.4% | -11.1% | -0.3% |
| YTD | +1.7% | +28.5% | -26.8% | -7.5% |
| 1Y | +8.1% | +32.5% | -24.4% | -3.0% |
| 3Y | +17.1% | +34.1% | -17.0% | +2.7% |
| 5Y | -29.4% | -35.2% | +5.8% | -23.6% |
| 10Y | +121.7% | -21.1% | +142.8% | +115.7% |
| All | +6,206.9% | +359.5% | +5,847.4% | +3,524.6% |
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