-34.9%
IFF vs RVTY
-34.5%
-0.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -2.8% | -7.4% | +4.6% | +0.1% |
| 30D | -1.1% | +4.5% | -5.6% | -3.0% |
| 3M | +13.8% | +19.5% | -5.6% | +5.6% |
| 6M | +16.7% | +34.1% | -17.5% | +3.1% |
| YTD | +26.1% | +25.3% | +0.9% | +13.5% |
| 1Y | +33.5% | +47.0% | -13.5% | +12.2% |
| 3Y | +31.6% | +14.1% | +17.5% | +17.8% |
| 5Y | -34.9% | -34.6% | -0.3% | -31.6% |
| All | -34.9% | -34.5% | -0.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling