+43.7%
F vs IFF
-35.9%
+79.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | -4.9% | -3.0% | -1.9% | -3.6% |
| 30D | -2.9% | -0.9% | -2.0% | -2.5% |
| 3M | -9.1% | +11.8% | -20.9% | -13.8% |
| 6M | +12.9% | +16.5% | -3.6% | +4.2% |
| YTD | +6.1% | +26.5% | -20.4% | -6.0% |
| 1Y | +22.5% | +32.7% | -10.2% | +5.8% |
| 3Y | +32.1% | +32.0% | +0.1% | +11.0% |
| 5Y | +43.7% | -36.1% | +79.8% | +69.6% |
| All | +43.7% | -35.9% | +79.6% | +69.6% |
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