-37.6%
GIS vs IFF
+29.0%
-66.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -5.7% |
| 30D | -6.1% | -0.3% | -5.8% | -6.0% |
| 3M | +7.8% | +8.4% | -0.6% | +5.9% |
| 6M | -8.8% | +23.0% | -31.8% | -13.4% |
| YTD | -19.1% | +25.5% | -44.6% | -23.5% |
| 1Y | -24.8% | +29.1% | -53.8% | -29.4% |
| 3Y | -37.6% | +31.7% | -69.2% | -41.5% |
| All | -37.6% | +29.0% | -66.5% | -41.5% |
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 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