+0.7%
FPS vs IFF
+15.0%
-14.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.8% |
| 7D | -4.6% | -2.8% | -1.8% | -4.5% |
| 30D | -22.6% | -1.1% | -21.5% | -22.5% |
| 3M | -45.1% | +13.8% | -58.9% | -45.8% |
| 6M | -17.8% | +16.7% | -34.5% | -18.6% |
| All | +0.7% | +15.0% | -14.3% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling