+287.5%
IFF vs BUD
+201.1%
+86.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.0% | -5.7% | +3.7% | +0.4% |
| 3M | +18.5% | +3.1% | +15.4% | +17.0% |
| 6M | +11.7% | +7.9% | +3.8% | +8.3% |
| YTD | +29.6% | +27.3% | +2.2% | +17.7% |
| 1Y | +35.0% | +37.8% | -2.9% | +18.7% |
| 3Y | +32.3% | +49.8% | -17.6% | +10.8% |
| 5Y | -34.6% | +43.8% | -78.4% | -45.0% |
| 10Y | -20.6% | -22.6% | +2.0% | -19.5% |
| All | +287.5% | +201.1% | +86.4% | +110.7% |
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