-25.7%
GIS vs IFF
-35.8%
+10.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -5.9% |
| 30D | -6.1% | -0.3% | -5.8% | -6.0% |
| 3M | +7.8% | +8.4% | -0.6% | +6.4% |
| 6M | -8.8% | +23.0% | -31.8% | -12.0% |
| YTD | -19.1% | +25.5% | -44.6% | -22.2% |
| 1Y | -24.8% | +29.1% | -53.8% | -28.0% |
| 3Y | -37.6% | +31.7% | -69.2% | -40.3% |
| All | -25.7% | -35.8% | +10.1% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling