+48.5%
FND vs IFF
-23.7%
+72.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | -0.8% | -3.0% | +2.3% | +1.0% |
| 30D | -19.6% | -0.9% | -18.7% | -19.1% |
| 3M | -4.3% | +11.8% | -16.2% | -10.4% |
| 6M | -20.4% | +16.5% | -37.0% | -27.6% |
| YTD | -21.9% | +26.5% | -48.4% | -32.2% |
| 1Y | -45.2% | +32.7% | -77.9% | -53.8% |
| 3Y | -49.2% | +32.0% | -81.2% | -57.3% |
| 5Y | -61.8% | -36.1% | -25.7% | -53.1% |
| All | +48.5% | -23.7% | +72.2% | +50.0% |
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