+576.2%
FE vs IFF
+260.1%
+316.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +1.9% | -1.8% | +3.8% | +2.4% |
| 30D | -1.2% | -2.0% | +0.8% | -0.7% |
| 3M | +3.5% | +18.5% | -15.0% | -1.4% |
| 6M | -6.1% | +11.7% | -17.7% | -9.9% |
| YTD | +7.6% | +29.6% | -22.0% | -1.0% |
| 1Y | +11.9% | +35.0% | -23.0% | +1.5% |
| 3Y | +48.4% | +32.3% | +16.2% | +32.4% |
| 5Y | +44.8% | -34.6% | +79.4% | +52.3% |
| 10Y | +115.9% | -20.6% | +136.5% | +104.7% |
| All | +576.2% | +260.1% | +316.1% | +289.0% |
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