+155.8%
EXC vs IFF
-20.3%
+176.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | -3.6% | -0.3% | -3.4% | -3.6% |
| 3M | -4.3% | +8.4% | -12.7% | -6.5% |
| 6M | -9.9% | +23.0% | -33.0% | -15.7% |
| YTD | +1.8% | +25.5% | -23.7% | -5.4% |
| 1Y | +2.9% | +29.1% | -26.2% | -5.4% |
| 3Y | +19.1% | +31.7% | -12.5% | +5.7% |
| 5Y | +44.8% | -35.2% | +80.0% | +56.3% |
| All | +155.8% | -20.3% | +176.1% | +132.8% |
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