-49.8%
FND vs IFF
+29.0%
-78.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -5.8% | -3.2% | -2.6% | -3.6% |
| 30D | -20.2% | -0.3% | -19.9% | -20.0% |
| 3M | -12.0% | +8.4% | -20.4% | -16.7% |
| 6M | -18.5% | +23.0% | -41.5% | -29.6% |
| YTD | -22.3% | +25.5% | -47.7% | -33.8% |
| 1Y | -47.6% | +29.1% | -76.7% | -56.4% |
| 3Y | -49.8% | +31.7% | -81.4% | -55.9% |
| All | -49.8% | +29.0% | -78.7% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling