+851.7%
FIVE vs IFF
+116.2%
+735.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +4.3% | -1.8% | +6.1% | +5.1% |
| 30D | +12.5% | -2.0% | +14.5% | +13.4% |
| 3M | +31.2% | +18.5% | +12.7% | +20.4% |
| 6M | +14.4% | +11.7% | +2.7% | +6.9% |
| YTD | +33.9% | +29.6% | +4.3% | +15.9% |
| 1Y | +65.1% | +35.0% | +30.1% | +39.3% |
| 3Y | +49.0% | +32.3% | +16.7% | +27.4% |
| 5Y | +30.3% | -34.6% | +64.9% | +49.4% |
| 10Y | +481.1% | -20.6% | +501.7% | +477.6% |
| All | +851.7% | +116.2% | +735.5% | +533.6% |
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