-36.0%
FDS vs IFF
+29.7%
-65.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.8% |
| 7D | -16.0% | -2.8% | -13.2% | -15.6% |
| 30D | -6.7% | -1.1% | -5.6% | -6.6% |
| 3M | +6.0% | +13.8% | -7.9% | +4.0% |
| 6M | +25.1% | +16.7% | +8.4% | +21.3% |
| YTD | -8.1% | +26.1% | -34.3% | -12.5% |
| 1Y | -26.0% | +33.5% | -59.5% | -30.4% |
| All | -36.0% | +29.7% | -65.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling