+52.4%
GEV vs IFF
+44.8%
+7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -9.1% |
| 7D | -5.1% | -3.3% | -1.8% | -5.0% |
| 30D | -15.8% | +5.3% | -21.1% | -16.1% |
| 3M | -18.2% | +8.9% | -27.1% | -18.6% |
| 6M | -22.4% | +26.3% | -48.7% | -23.2% |
| YTD | +27.7% | +32.2% | -4.4% | +28.5% |
| 1Y | +52.4% | +45.8% | +6.6% | +58.3% |
| All | +52.4% | +44.8% | +7.5% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling