+2,234.6%
ICE vs IFF
+314.0%
+1,920.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.3% | -2.8% | -2.5% | -4.1% |
| 30D | +3.0% | -1.1% | +4.1% | +3.4% |
| 3M | +11.4% | +13.8% | -2.4% | +4.4% |
| 6M | -2.0% | +16.7% | -18.7% | -11.1% |
| YTD | -3.1% | +26.1% | -29.2% | -15.9% |
| 1Y | -8.4% | +33.5% | -41.9% | -23.0% |
| 3Y | +40.7% | +31.6% | +9.1% | +13.6% |
| 5Y | +40.0% | -34.9% | +74.8% | +53.6% |
| 10Y | +213.5% | -20.3% | +233.8% | +164.0% |
| All | +2,234.6% | +314.0% | +1,920.6% | +396.6% |
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