-12.5%
F vs IFF
-38.1%
+25.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +1.0% | -9.8% | +10.7% | +5.2% |
| 30D | +2.1% | -1.6% | +3.8% | +2.5% |
| 3M | -10.3% | -1.8% | -8.5% | -9.9% |
| 6M | +3.3% | +3.6% | -0.4% | +0.5% |
| YTD | -2.0% | +25.4% | -27.4% | -13.6% |
| 1Y | -2.3% | +35.4% | -37.7% | -17.1% |
| 3Y | +49.9% | +23.9% | +26.0% | +28.5% |
| 5Y | -12.5% | -37.1% | +24.7% | +12.6% |
| All | -12.5% | -38.1% | +25.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling