+295.8%
FTI vs IFF
-20.3%
+316.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.2% |
| 30D | +1.5% | -0.3% | +1.8% | +1.4% |
| 3M | +8.2% | +8.4% | -0.2% | +3.7% |
| 6M | +18.8% | +23.0% | -4.2% | +6.0% |
| YTD | +71.7% | +25.5% | +46.2% | +50.8% |
| 1Y | +90.0% | +29.1% | +61.0% | +64.1% |
| 3Y | +270.5% | +31.7% | +238.8% | +203.4% |
| 5Y | +1,084.5% | -35.2% | +1,119.7% | +1,225.5% |
| All | +295.8% | -20.3% | +316.1% | +290.0% |
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 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