+90.1%
FTV vs IFF
-14.3%
+104.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -1.3% | -3.0% | +1.7% | -0.2% |
| 30D | -9.5% | -0.9% | -8.6% | -9.3% |
| 3M | -10.9% | +11.8% | -22.8% | -14.8% |
| 6M | -0.6% | +16.5% | -17.2% | -7.6% |
| YTD | +1.4% | +26.5% | -25.1% | -8.9% |
| 1Y | +17.6% | +32.7% | -15.1% | +3.5% |
| 3Y | -3.3% | +32.0% | -35.3% | -16.8% |
| 5Y | -0.1% | -36.1% | +35.9% | +11.5% |
| 10Y | +82.5% | -20.1% | +102.5% | +77.1% |
| All | +90.1% | -14.3% | +104.3% | +84.5% |
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