+3,689.8%
FN vs IFF
+177.7%
+3,512.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -22.0% | -2.0% | -20.0% | -21.6% |
| 3M | -43.0% | +18.5% | -61.5% | -47.6% |
| 6M | -27.7% | +11.7% | -39.4% | -32.5% |
| YTD | -10.5% | +29.6% | -40.1% | -22.1% |
| 1Y | +12.5% | +35.0% | -22.5% | -4.5% |
| 3Y | +153.8% | +32.3% | +121.5% | +111.2% |
| 5Y | +288.0% | -34.6% | +322.6% | +327.9% |
| 10Y | +906.4% | -20.6% | +927.0% | +814.0% |
| All | +3,689.8% | +177.7% | +3,512.0% | +1,274.2% |
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