+8,401.4%
FDS vs IFF
+270.7%
+8,130.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.0% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | +1.6% | -0.3% | +1.9% | +1.7% |
| 3M | +17.7% | +18.6% | -0.8% | +10.8% |
| 6M | +29.1% | +17.4% | +11.7% | +19.8% |
| YTD | +1.0% | +28.5% | -27.5% | -9.4% |
| 1Y | -21.6% | +32.5% | -54.1% | -30.6% |
| 3Y | -30.1% | +34.1% | -64.2% | -40.0% |
| 5Y | -20.7% | -35.2% | +14.4% | -14.6% |
| 10Y | +78.3% | -21.1% | +99.4% | +68.2% |
| All | +8,401.4% | +270.7% | +8,130.7% | +4,324.2% |
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 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