+49.9%
F vs IFF
+24.7%
+25.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.0% | -9.8% | +10.7% | +4.6% |
| 30D | +2.1% | -1.6% | +3.8% | +2.4% |
| 3M | -10.3% | -1.8% | -8.5% | -10.0% |
| 6M | +3.3% | +3.6% | -0.4% | +0.9% |
| YTD | -2.0% | +25.4% | -27.4% | -12.4% |
| 1Y | -2.3% | +35.4% | -37.7% | -15.9% |
| 3Y | +49.9% | +23.9% | +26.0% | +19.5% |
| All | +49.9% | +24.7% | +25.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling