+62.3%
FDS vs IFF
-20.3%
+82.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -14.0% | -3.2% | -10.8% | -13.2% |
| 30D | -6.2% | -0.3% | -5.9% | -6.1% |
| 3M | +10.2% | +8.4% | +1.7% | +7.7% |
| 6M | +27.4% | +23.0% | +4.4% | +18.5% |
| YTD | -9.3% | +25.5% | -34.7% | -16.2% |
| 1Y | -28.6% | +29.1% | -57.7% | -34.8% |
| 3Y | -36.8% | +31.7% | -68.5% | -44.1% |
| 5Y | -28.6% | -35.2% | +6.6% | -22.6% |
| All | +62.3% | -20.3% | +82.5% | +51.1% |
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 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