+126.7%
IEF vs IFF
+370.4%
-243.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.3% | -3.2% | +1.8% | -1.5% |
| 30D | -1.7% | -0.3% | -1.5% | -1.8% |
| 3M | -2.5% | +8.4% | -11.0% | -2.2% |
| 6M | -3.3% | +23.0% | -26.3% | -2.3% |
| YTD | -2.8% | +25.5% | -28.3% | -1.8% |
| 1Y | -2.7% | +29.1% | -31.8% | -1.5% |
| 3Y | +8.9% | +31.7% | -22.7% | +10.9% |
| 5Y | -9.4% | -35.2% | +25.8% | -10.9% |
| 10Y | +3.7% | -20.7% | +24.4% | +5.1% |
| All | +126.7% | +370.4% | -243.7% | +171.4% |
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