+693.0%
FN vs IFF
-12.5%
+705.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.3% | -7.6% |
| 7D | +0.3% | -1.8% | +2.0% | +0.8% |
| 30D | -16.5% | -9.4% | -7.1% | -14.5% |
| 3M | -42.1% | -3.0% | -39.1% | -42.1% |
| 6M | -52.9% | +5.8% | -58.7% | -54.7% |
| YTD | -28.0% | +22.4% | -50.3% | -34.8% |
| 1Y | -18.5% | +23.0% | -41.5% | -26.6% |
| 3Y | +93.9% | +21.8% | +72.1% | +71.8% |
| 5Y | +170.5% | -39.2% | +209.7% | +196.7% |
| All | +693.0% | -12.5% | +705.4% | +606.6% |
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 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