+32.3%
IFF vs SBAC
-11.3%
+43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.5% |
| 7D | -2.8% | -5.3% | +2.5% | -1.4% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | +13.8% | -11.9% | +25.7% | +17.6% |
| 6M | +16.7% | -4.5% | +21.1% | +17.6% |
| YTD | +26.1% | -4.3% | +30.5% | +26.9% |
| 1Y | +33.5% | -3.9% | +37.4% | +33.8% |
| All | +32.3% | -11.3% | +43.7% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling