+45.8%
IFF vs WETO
-99.3%
+145.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.4% | -16.3% | -4.8% |
| 7D | -3.3% | +3.6% | -6.9% | -3.2% |
| 30D | +5.3% | -17.2% | +22.5% | +5.3% |
| 3M | +8.9% | -83.7% | +92.6% | +8.8% |
| 6M | +26.3% | -98.3% | +124.6% | +26.8% |
| YTD | +32.2% | -99.0% | +131.2% | +34.3% |
| 1Y | +45.8% | -99.4% | +145.1% | +47.1% |
| All | +45.8% | -99.3% | +145.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling