+265.9%
IFF vs BUD
+217.8%
+48.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.5% |
| 7D | -1.8% | +1.0% | -2.8% | -2.2% |
| 30D | -9.4% | +6.7% | -16.1% | -11.9% |
| 3M | -3.0% | +5.7% | -8.7% | -5.4% |
| 6M | +5.8% | +5.8% | 0.0% | +3.0% |
| YTD | +22.4% | +34.4% | -12.0% | +8.5% |
| 1Y | +23.0% | +33.3% | -10.2% | +9.4% |
| 3Y | +21.8% | +48.8% | -27.0% | +2.1% |
| 5Y | -39.2% | +52.5% | -91.8% | -50.0% |
| 10Y | -12.4% | -4.0% | -8.4% | -19.2% |
| All | +265.9% | +217.8% | +48.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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