+2,340.5%
EXC vs IFF
+856.0%
+1,484.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | -3.7% | -2.0% | -1.8% | -3.3% |
| 3M | -1.3% | +18.5% | -19.8% | -6.2% |
| 6M | -9.7% | +11.7% | -21.4% | -13.7% |
| YTD | +2.9% | +29.6% | -26.7% | -5.7% |
| 1Y | +4.4% | +35.0% | -30.6% | -5.8% |
| 3Y | +22.2% | +32.3% | -10.1% | +8.3% |
| 5Y | +46.7% | -34.6% | +81.3% | +54.8% |
| 10Y | +155.3% | -20.6% | +176.0% | +144.1% |
| All | +2,340.5% | +856.0% | +1,484.5% | +916.8% |
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 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