+114.2%
HIG vs IFF
-35.8%
+150.0%
-18.6%
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 | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +6.7% | +8.4% | -1.8% | +4.8% |
| 6M | +2.0% | +23.0% | -21.1% | -2.9% |
| YTD | +0.3% | +25.5% | -25.2% | -5.2% |
| 1Y | +4.2% | +29.1% | -24.9% | -2.3% |
| 3Y | +102.2% | +31.7% | +70.6% | +84.4% |
| All | +114.2% | -35.8% | +150.0% | +130.5% |
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 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