-7.2%
GLD vs IFF
+27.0%
-34.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -5.5% | -9.4% | +4.0% | -4.1% |
| 3M | -10.9% | -3.0% | -7.9% | -10.9% |
| 6M | -17.4% | +5.8% | -23.2% | -18.9% |
| YTD | -10.3% | +22.4% | -32.7% | -13.6% |
| 1Y | -7.2% | +23.0% | -30.2% | -10.7% |
| All | -7.2% | +27.0% | -34.2% | -10.7% |
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