+67.2%
F vs IFF
-13.3%
+80.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -1.7% |
| 7D | -3.9% | -6.9% | +3.0% | -0.9% |
| 30D | -0.5% | -8.9% | +8.4% | +3.3% |
| 3M | -12.9% | -3.7% | -9.2% | -11.8% |
| 6M | +1.5% | +3.5% | -1.9% | -1.1% |
| YTD | -5.0% | +21.2% | -26.2% | -15.0% |
| 1Y | -7.3% | +25.6% | -33.0% | -18.6% |
| 3Y | +45.3% | +19.7% | +25.5% | +27.5% |
| 5Y | -15.8% | -39.8% | +24.1% | -0.3% |
| All | +67.2% | -13.3% | +80.5% | +62.0% |
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