-75.0%
FRSH vs IFF
-28.7%
-46.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -6.6% | -3.2% | -3.4% | -5.4% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +29.0% | +8.4% | +20.5% | +24.0% |
| 6M | +48.6% | +23.0% | +25.6% | +31.5% |
| YTD | -2.9% | +25.5% | -28.4% | -16.0% |
| 1Y | -7.9% | +29.1% | -37.0% | -21.8% |
| 3Y | -46.5% | +31.7% | -78.2% | -57.7% |
| All | -75.0% | -28.7% | -46.3% | -68.6% |
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