-20.9%
IFF vs RVTY
+145.6%
-166.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.6% |
| 7D | -3.2% | -4.5% | +1.4% | -1.5% |
| 30D | -0.3% | +5.5% | -5.7% | -2.4% |
| 3M | +8.4% | +22.5% | -14.1% | -0.2% |
| 6M | +23.0% | +38.9% | -15.9% | +7.6% |
| YTD | +25.5% | +28.7% | -3.3% | +12.0% |
| 1Y | +29.1% | +45.5% | -16.4% | +9.4% |
| 3Y | +31.7% | +16.4% | +15.3% | +17.7% |
| 5Y | -35.2% | -32.7% | -2.5% | -30.2% |
| All | -20.9% | +145.6% | -166.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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