+3,304.1%
FN vs IFF
+172.8%
+3,131.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.0% |
| 7D | +16.3% | -10.8% | +27.1% | +21.2% |
| 30D | -24.7% | -0.1% | -24.6% | -25.4% |
| 3M | -34.9% | -1.2% | -33.7% | -35.4% |
| 6M | -41.1% | +5.2% | -46.3% | -43.8% |
| YTD | -19.6% | +27.3% | -46.9% | -30.2% |
| 1Y | -18.5% | +39.2% | -57.7% | -32.4% |
| 3Y | +119.1% | +26.1% | +93.0% | +85.0% |
| 5Y | +206.9% | -37.0% | +244.0% | +242.3% |
| 10Y | +826.4% | -13.0% | +839.4% | +680.9% |
| All | +3,304.1% | +172.8% | +3,131.2% | +1,130.9% |
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