+13.3%
FN vs IFF
+31.7%
-18.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | +5.8% | -3.0% | +8.8% | +5.7% |
| 30D | -20.6% | -0.9% | -19.7% | -20.6% |
| 3M | -28.6% | +11.8% | -40.5% | -29.0% |
| 6M | -20.7% | +16.5% | -37.2% | -22.2% |
| YTD | -8.1% | +26.5% | -34.6% | -9.4% |
| 1Y | +13.3% | +32.7% | -19.4% | +9.0% |
| All | +13.3% | +31.7% | -18.4% | +9.0% |
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 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