+1,054.0%
IJH vs IFF
+358.0%
+696.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.9% | -3.2% | +1.3% | -0.5% |
| 30D | -4.6% | -0.3% | -4.4% | -4.6% |
| 3M | -1.2% | +8.4% | -9.6% | -5.3% |
| 6M | +9.4% | +23.0% | -13.6% | -2.0% |
| YTD | +13.3% | +25.5% | -12.1% | 0.0% |
| 1Y | +13.4% | +29.1% | -15.7% | -1.6% |
| 3Y | +50.4% | +31.7% | +18.8% | +25.8% |
| 5Y | +49.0% | -35.2% | +84.2% | +65.1% |
| 10Y | +182.6% | -20.7% | +203.3% | +167.6% |
| All | +1,054.0% | +358.0% | +696.0% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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