+47.1%
FE vs IFF
+30.1%
+17.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.2% | -3.0% | +2.9% | +0.1% |
| 30D | -1.2% | -0.9% | -0.3% | -1.1% |
| 3M | +1.7% | +11.8% | -10.2% | +0.4% |
| 6M | -7.5% | +16.5% | -24.0% | -9.3% |
| YTD | +6.3% | +26.5% | -20.2% | +3.0% |
| 1Y | +10.9% | +32.7% | -21.8% | +6.6% |
| All | +47.1% | +30.1% | +17.0% | +35.4% |
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