+1,436.5%
IBN vs IFF
+364.4%
+1,072.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -5.1% | -3.0% | -2.1% | -3.6% |
| 30D | -3.5% | -0.9% | -2.6% | -3.2% |
| 3M | +11.3% | +11.8% | -0.5% | +4.3% |
| 6M | +4.4% | +16.5% | -12.1% | -5.6% |
| YTD | -1.8% | +26.5% | -28.3% | -15.3% |
| 1Y | -8.0% | +32.7% | -40.7% | -23.2% |
| 3Y | +27.1% | +32.0% | -4.9% | +0.7% |
| 5Y | +54.5% | -36.1% | +90.6% | +71.6% |
| 10Y | +314.2% | -20.1% | +334.3% | +260.6% |
| All | +1,436.5% | +364.4% | +1,072.1% | +377.7% |
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 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