+301.7%
HIG vs IFF
-20.3%
+322.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +6.7% | +8.4% | -1.8% | +3.6% |
| 6M | +2.0% | +23.0% | -21.1% | -5.8% |
| YTD | +0.3% | +25.5% | -25.2% | -8.3% |
| 1Y | +4.2% | +29.1% | -24.9% | -5.9% |
| 3Y | +102.2% | +31.7% | +70.6% | +75.4% |
| 5Y | +118.5% | -35.2% | +153.7% | +139.6% |
| All | +301.7% | -20.3% | +322.0% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling