+263.4%
IFF vs SBAC
+2,175.2%
-1,911.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -0.9% | +3.9% | -4.8% | -1.3% |
| 3M | +11.8% | -8.2% | +20.0% | +12.6% |
| 6M | +16.5% | -2.8% | +19.3% | +16.5% |
| YTD | +26.5% | -1.5% | +28.1% | +26.3% |
| 1Y | +32.7% | 0.0% | +32.7% | +32.2% |
| 3Y | +32.0% | -8.4% | +40.4% | +32.2% |
| 5Y | -36.1% | -43.5% | +7.5% | -33.5% |
| 10Y | -20.1% | +86.9% | -107.0% | -23.9% |
| All | +263.4% | +2,175.2% | -1,911.9% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling