-25.7%
FN vs IFF
+44.8%
-70.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -6.6% |
| 7D | -7.0% | -3.3% | -3.7% | -7.4% |
| 30D | -24.7% | +5.3% | -30.0% | -24.8% |
| 3M | -35.7% | +8.9% | -44.6% | -35.8% |
| 6M | -52.4% | +26.3% | -78.7% | -53.2% |
| YTD | -25.0% | +32.2% | -57.1% | -26.4% |
| 1Y | -25.7% | +45.8% | -71.4% | -27.1% |
| All | -25.7% | +44.8% | -70.5% | -27.1% |
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 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