+384.4%
IFF vs BG
+1,169.9%
-785.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +23.0% | +1.0% | +22.1% | +21.6% |
| YTD | +25.5% | +39.9% | -14.5% | +14.7% |
| 1Y | +29.1% | +53.2% | -24.2% | +15.2% |
| 3Y | +31.7% | +16.3% | +15.4% | +23.8% |
| 5Y | -35.2% | +83.9% | -119.1% | -46.2% |
| 10Y | -20.7% | +165.1% | -185.8% | -42.4% |
| All | +384.4% | +1,169.9% | -785.5% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling