+12.5%
FN vs IFF
+34.4%
-21.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.7% |
| 30D | -22.0% | -2.0% | -20.0% | -21.9% |
| 3M | -43.0% | +18.5% | -61.5% | -43.6% |
| 6M | -27.7% | +11.7% | -39.4% | -29.6% |
| YTD | -10.5% | +29.6% | -40.1% | -11.9% |
| 1Y | +12.5% | +35.0% | -22.5% | +8.5% |
| All | +12.5% | +34.4% | -21.9% | +8.5% |
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