+2,102.5%
FTI vs IFF
+460.9%
+1,641.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -2.3% | -3.0% | +0.7% | -0.8% |
| 30D | +5.0% | -0.9% | +5.9% | +5.3% |
| 3M | +13.8% | +11.8% | +2.0% | +5.5% |
| 6M | +22.9% | +16.5% | +6.4% | +8.3% |
| YTD | +75.0% | +26.5% | +48.5% | +46.2% |
| 1Y | +96.9% | +32.7% | +64.2% | +59.0% |
| 3Y | +276.7% | +32.0% | +244.7% | +190.3% |
| 5Y | +1,157.0% | -36.1% | +1,193.1% | +1,293.8% |
| 10Y | +310.7% | -20.1% | +330.7% | +273.3% |
| All | +2,102.5% | +460.9% | +1,641.6% | +637.3% |
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 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