-27.7%
FDS vs IFF
-36.2%
+8.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.8% |
| 7D | -16.0% | -2.8% | -13.2% | -15.5% |
| 30D | -6.7% | -1.1% | -5.6% | -6.5% |
| 3M | +6.0% | +13.8% | -7.9% | +3.3% |
| 6M | +25.1% | +16.7% | +8.4% | +20.2% |
| YTD | -8.1% | +26.1% | -34.3% | -13.4% |
| 1Y | -26.0% | +33.5% | -59.5% | -31.2% |
| 3Y | -36.4% | +31.6% | -68.0% | -41.9% |
| 5Y | -27.7% | -34.9% | +7.1% | -22.3% |
| All | -27.7% | -36.2% | +8.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling