-20.9%
IFF vs BG
+166.7%
-187.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -3.2% | +3.1% | -6.3% | -3.9% |
| 30D | -0.3% | +10.2% | -10.5% | -2.6% |
| 3M | +8.4% | -1.7% | +10.1% | +8.4% |
| 6M | +23.0% | +1.0% | +22.1% | +21.7% |
| YTD | +25.5% | +39.9% | -14.5% | +14.1% |
| 1Y | +29.1% | +53.2% | -24.2% | +14.4% |
| 3Y | +31.7% | +16.3% | +15.4% | +23.2% |
| 5Y | -35.2% | +83.9% | -119.1% | -47.0% |
| All | -20.9% | +166.7% | -187.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling