+12,471.5%
FIX vs IFF
+241.4%
+12,230.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | -1.8% | +7.9% | +6.9% |
| 30D | -7.2% | -2.0% | -5.3% | -6.7% |
| 3M | -15.9% | +18.5% | -34.4% | -23.6% |
| 6M | +12.7% | +11.7% | +1.1% | +3.9% |
| YTD | +72.8% | +29.6% | +43.2% | +46.8% |
| 1Y | +122.9% | +35.0% | +87.9% | +84.2% |
| 3Y | +774.3% | +32.3% | +742.0% | +605.5% |
| 5Y | +2,049.5% | -34.6% | +2,084.0% | +2,268.3% |
| 10Y | +5,821.5% | -20.6% | +5,842.1% | +5,487.1% |
| All | +12,471.5% | +241.4% | +12,230.1% | +5,431.6% |
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