-22.6%
FPS vs IFF
+20.5%
-43.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.9% | -12.4% | -17.6% |
| 7D | -23.3% | -3.3% | -20.0% | -23.4% |
| 30D | -42.4% | +5.3% | -47.7% | -42.6% |
| 3M | -43.0% | +8.9% | -51.9% | -43.3% |
| 6M | -44.5% | +26.3% | -70.8% | -46.0% |
| All | -22.6% | +20.5% | -43.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling