+24.2%
FIX vs IFF
+27.0%
-2.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | +9.4% | -1.8% | +11.2% | +9.4% |
| 30D | -27.8% | -9.4% | -18.4% | -28.0% |
| 3M | -35.6% | -3.0% | -32.6% | -35.7% |
| 6M | -45.2% | +5.8% | -51.0% | -45.6% |
| YTD | +19.5% | +22.4% | -2.9% | +19.4% |
| 1Y | +24.2% | +23.0% | +1.2% | +25.3% |
| All | +24.2% | +27.0% | -2.8% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling