+296.4%
FN vs IFF
-34.7%
+331.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -26.0% | -0.3% | -25.7% | -26.0% |
| 3M | -33.3% | +18.6% | -51.8% | -37.3% |
| 6M | -14.9% | +17.4% | -32.3% | -20.4% |
| YTD | -8.6% | +28.5% | -37.0% | -17.5% |
| 1Y | +12.3% | +32.5% | -20.2% | -0.3% |
| 3Y | +174.4% | +34.1% | +140.3% | +136.5% |
| 5Y | +296.4% | -35.2% | +331.6% | +327.6% |
| All | +296.4% | -34.7% | +331.1% | +327.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling