+29.5%
FIVE vs IFF
-36.2%
+65.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | +0.6% | -2.8% | +3.3% | +1.8% |
| 30D | +3.0% | -1.1% | +4.1% | +3.5% |
| 3M | +23.2% | +13.8% | +9.4% | +15.3% |
| 6M | +9.2% | +16.7% | -7.5% | +0.1% |
| YTD | +28.1% | +26.1% | +2.0% | +12.1% |
| 1Y | +65.3% | +33.5% | +31.8% | +39.7% |
| 3Y | +49.4% | +31.6% | +17.8% | +29.4% |
| 5Y | +29.5% | -34.9% | +64.4% | +53.1% |
| All | +29.5% | -36.2% | +65.8% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling