+6.3%
FE vs IFF
+44.8%
-38.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.2% |
| 7D | +1.7% | -3.3% | +5.0% | +1.8% |
| 30D | +8.1% | +5.3% | +2.8% | +7.9% |
| 3M | -1.3% | +8.9% | -10.2% | -1.6% |
| 6M | +2.9% | +26.3% | -23.4% | +1.8% |
| YTD | +8.6% | +32.2% | -23.6% | +7.9% |
| 1Y | +6.3% | +45.8% | -39.4% | +6.1% |
| All | +6.3% | +44.8% | -38.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling