+832.7%
FIVE vs IFF
+102.2%
+730.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | +2.4% | -6.9% | +9.4% | +5.8% |
| 30D | +15.8% | -8.9% | +24.7% | +20.3% |
| 3M | +3.8% | -3.7% | +7.5% | +5.0% |
| 6M | +18.5% | +3.5% | +15.1% | +15.1% |
| YTD | +31.2% | +21.2% | +10.0% | +16.4% |
| 1Y | +61.8% | +25.6% | +36.2% | +40.7% |
| 3Y | +39.9% | +19.7% | +20.1% | +24.9% |
| 5Y | +18.3% | -39.8% | +58.1% | +40.7% |
| 10Y | +510.0% | -13.2% | +523.2% | +488.3% |
| All | +832.7% | +102.2% | +730.5% | +536.6% |
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