+9.7%
FPS vs IFF
+14.4%
-4.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.0% |
| 7D | +1.5% | -3.2% | +4.7% | +1.6% |
| 30D | -16.9% | -0.3% | -16.6% | -16.8% |
| 3M | -45.3% | +8.4% | -53.8% | -45.6% |
| 6M | -10.3% | +23.0% | -33.3% | -11.8% |
| All | +9.7% | +14.4% | -4.7% | +8.7% |
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