-56.3%
INIO vs IFF
+21.9%
-78.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | -4.9% | -14.6% | -20.8% |
| 7D | -19.7% | -3.3% | -16.4% | -20.3% |
| 30D | -22.3% | +5.3% | -27.6% | -21.4% |
| 3M | -46.1% | +8.9% | -55.0% | -44.8% |
| All | -56.3% | +21.9% | -78.2% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling