+861.4%
IFF vs RVTY
+2,416.7%
-1,555.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | -2.0% | +13.2% | -15.2% | -4.6% |
| 3M | +18.5% | +27.2% | -8.7% | +12.2% |
| 6M | +11.7% | +32.4% | -20.7% | +4.7% |
| YTD | +29.6% | +34.9% | -5.3% | +20.6% |
| 1Y | +35.0% | +52.4% | -17.4% | +22.1% |
| 3Y | +32.3% | +12.3% | +20.0% | +25.9% |
| 5Y | -34.6% | -30.8% | -3.7% | -31.9% |
| 10Y | -20.6% | +150.7% | -171.3% | -36.1% |
| All | +861.4% | +2,416.7% | -1,555.3% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling