-7.3%
F vs IFF
+26.2%
-33.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.1% |
| 7D | -3.9% | -6.9% | +3.0% | -2.1% |
| 30D | -0.5% | -8.9% | +8.4% | +1.7% |
| 3M | -12.9% | -3.7% | -9.2% | -12.4% |
| 6M | +1.5% | +3.5% | -1.9% | -0.4% |
| YTD | -5.0% | +21.2% | -26.2% | -11.2% |
| 1Y | -7.3% | +25.6% | -33.0% | -14.0% |
| All | -7.3% | +26.2% | -33.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling