+181.9%
FANG vs IFF
-20.3%
+202.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | -3.2% | +6.1% | +3.9% |
| 30D | +2.6% | -0.3% | +2.9% | +2.6% |
| 3M | +7.6% | +8.4% | -0.9% | +3.7% |
| 6M | +17.3% | +23.0% | -5.7% | +5.7% |
| YTD | +38.7% | +25.5% | +13.2% | +23.4% |
| 1Y | +51.6% | +29.1% | +22.6% | +32.9% |
| 3Y | +50.0% | +31.7% | +18.3% | +25.5% |
| 5Y | +237.6% | -35.2% | +272.8% | +270.8% |
| All | +181.9% | -20.3% | +202.2% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling