-20.9%
IFF vs SBAC
+87.1%
-108.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.5% |
| 30D | -0.3% | +2.0% | -2.3% | -1.0% |
| 3M | +8.4% | -8.3% | +16.7% | +11.0% |
| 6M | +23.0% | +0.3% | +22.7% | +21.1% |
| YTD | +25.5% | -2.2% | +27.7% | +24.5% |
| 1Y | +29.1% | -4.6% | +33.7% | +29.0% |
| 3Y | +31.7% | -8.3% | +39.9% | +31.1% |
| 5Y | -35.2% | -42.8% | +7.6% | -25.1% |
| All | -20.9% | +87.1% | -108.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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