-6.3%
FTV vs IFF
+29.0%
-35.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -4.0% | -3.2% | -0.8% | -3.1% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | -8.4% | +8.4% | -16.8% | -10.7% |
| 6M | -2.6% | +23.0% | -25.6% | -9.3% |
| YTD | -0.6% | +25.5% | -26.1% | -8.7% |
| 1Y | +11.0% | +29.1% | -18.1% | +0.8% |
| 3Y | -6.3% | +31.7% | -38.0% | -16.2% |
| All | -6.3% | +29.0% | -35.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling