+804.7%
FN vs IFF
-10.8%
+815.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.1% |
| 7D | +8.0% | -5.7% | +13.7% | +9.8% |
| 30D | -19.1% | -2.7% | -16.4% | -19.1% |
| 3M | -29.8% | -2.3% | -27.5% | -30.0% |
| 6M | -43.2% | +6.0% | -49.2% | -45.4% |
| YTD | -18.9% | +24.6% | -43.6% | -27.0% |
| 1Y | -17.9% | +29.4% | -47.2% | -27.3% |
| 3Y | +120.1% | +23.1% | +97.0% | +94.5% |
| 5Y | +206.7% | -37.2% | +243.9% | +232.9% |
| 10Y | +804.7% | -10.8% | +815.5% | +711.0% |
| All | +804.7% | -10.8% | +815.5% | +711.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling