+484.7%
FIVE vs IFF
-20.3%
+505.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -3.0% | -3.2% | +0.2% | -1.5% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | +21.1% | +8.4% | +12.7% | +15.7% |
| 6M | +11.9% | +23.0% | -11.1% | -0.3% |
| YTD | +29.9% | +25.5% | +4.4% | +13.5% |
| 1Y | +67.8% | +29.1% | +38.7% | +43.8% |
| 3Y | +52.8% | +31.7% | +21.1% | +30.2% |
| 5Y | +31.3% | -35.2% | +66.5% | +52.7% |
| All | +484.7% | -20.3% | +505.0% | +504.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling