+615.0%
F vs IFF
+856.0%
-241.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | -1.8% | +7.2% | +6.2% |
| 30D | +4.6% | -2.0% | +6.5% | +5.5% |
| 3M | -3.7% | +18.5% | -22.2% | -11.9% |
| 6M | +16.8% | +11.7% | +5.1% | +8.8% |
| YTD | +15.3% | +29.6% | -14.3% | -0.5% |
| 1Y | +31.0% | +35.0% | -4.0% | +10.4% |
| 3Y | +45.4% | +32.3% | +13.2% | +20.9% |
| 5Y | +54.7% | -34.6% | +89.2% | +75.5% |
| 10Y | +98.2% | -20.6% | +118.8% | +92.1% |
| All | +615.0% | +856.0% | -241.0% | +107.4% |
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