+2,943.1%
FN vs IFF
+167.0%
+2,776.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.3% | +16.0% | +13.3% |
| 7D | 0.0% | -11.2% | +11.1% | +4.3% |
| 30D | -34.3% | -1.8% | -32.5% | -34.5% |
| 3M | -39.9% | -1.8% | -38.0% | -40.2% |
| 6M | -51.8% | +0.6% | -52.5% | -53.2% |
| YTD | -28.1% | +24.6% | -52.7% | -37.2% |
| 1Y | -29.1% | +34.4% | -63.5% | -40.4% |
| 3Y | +102.4% | +22.1% | +80.4% | +73.0% |
| 5Y | +171.7% | -34.3% | +205.9% | +195.8% |
| 10Y | +773.5% | -17.9% | +791.4% | +659.3% |
| All | +2,943.1% | +167.0% | +2,776.1% | +1,008.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling