+2,166.5%
FIX vs IFF
-35.9%
+2,202.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +3.5% | -3.0% | +6.6% | +4.4% |
| 30D | -3.5% | -0.9% | -2.6% | -3.4% |
| 3M | -11.8% | +11.8% | -23.6% | -15.3% |
| 6M | +17.8% | +16.5% | +1.3% | +10.7% |
| YTD | +73.3% | +26.5% | +46.8% | +57.7% |
| 1Y | +128.1% | +32.7% | +95.4% | +103.3% |
| 3Y | +772.7% | +32.0% | +740.7% | +659.3% |
| 5Y | +2,166.5% | -36.1% | +2,202.5% | +2,501.7% |
| All | +2,166.5% | -35.9% | +2,202.3% | +2,501.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling