+790.7%
FIX vs IFF
+33.6%
+757.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +6.1% | -0.2% | +6.2% | +6.1% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | -10.9% | +18.6% | -29.5% | -14.8% |
| 6M | +29.0% | +17.4% | +11.6% | +23.0% |
| YTD | +76.9% | +28.5% | +48.4% | +63.7% |
| 1Y | +130.7% | +32.5% | +98.2% | +110.8% |
| 3Y | +790.7% | +34.1% | +756.6% | +675.1% |
| All | +790.7% | +33.6% | +757.1% | +675.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling