+3,553.2%
FIX vs IFF
-12.5%
+3,565.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +9.4% | -1.8% | +11.2% | +10.2% |
| 30D | -27.8% | -9.4% | -18.4% | -25.1% |
| 3M | -35.6% | -3.0% | -32.6% | -35.3% |
| 6M | -45.2% | +5.8% | -51.0% | -47.5% |
| YTD | +19.5% | +22.4% | -2.9% | +5.6% |
| 1Y | +24.2% | +23.0% | +1.2% | +9.3% |
| 3Y | +494.2% | +21.8% | +472.4% | +407.1% |
| 5Y | +1,036.1% | -39.2% | +1,075.4% | +1,222.5% |
| All | +3,553.2% | -12.5% | +3,565.7% | +3,206.2% |
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