+489.5%
F vs IFF
+802.8%
-313.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | 0.0% | -9.4% | +9.5% | +4.5% |
| 3M | -13.2% | -3.0% | -10.2% | -12.3% |
| 6M | -10.2% | +5.8% | -16.0% | -13.6% |
| YTD | -4.9% | +22.4% | -27.3% | -16.0% |
| 1Y | -6.1% | +23.0% | -29.1% | -17.4% |
| 3Y | +46.0% | +21.8% | +24.2% | +26.3% |
| 5Y | -15.7% | -39.2% | +23.5% | -0.7% |
| 10Y | +64.3% | -12.4% | +76.7% | +51.4% |
| All | +489.5% | +802.8% | -313.3% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling