+541.7%
IBB vs IFF
+603.4%
-61.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | +10.5% | -2.0% | +12.4% | +11.2% |
| 3M | +23.6% | +18.5% | +5.1% | +14.8% |
| 6M | +22.6% | +11.7% | +10.9% | +15.5% |
| YTD | +25.7% | +29.6% | -3.9% | +10.9% |
| 1Y | +51.4% | +35.0% | +16.4% | +31.0% |
| 3Y | +64.4% | +32.3% | +32.1% | +39.8% |
| 5Y | +22.1% | -34.6% | +56.7% | +34.0% |
| 10Y | +132.5% | -20.6% | +153.1% | +114.7% |
| All | +541.7% | +603.4% | -61.7% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling