+75.8%
GM vs IFF
-35.8%
+111.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -3.2% | +0.7% | -1.1% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +6.1% | +8.4% | -2.3% | +2.2% |
| 6M | +15.0% | +23.0% | -8.1% | +4.2% |
| YTD | +6.0% | +25.5% | -19.5% | -5.4% |
| 1Y | +47.1% | +29.1% | +18.0% | +29.3% |
| 3Y | +170.5% | +31.7% | +138.8% | +126.7% |
| All | +75.8% | -35.8% | +111.6% | +104.3% |
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