-41.9%
INIO vs IFF
+16.3%
-58.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.9% |
| 30D | -28.6% | -1.1% | -27.5% | -28.7% |
| 3M | -37.6% | +13.8% | -51.5% | -37.1% |
| All | -41.9% | +16.3% | -58.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling