-38.4%
INIO vs IFF
+16.6%
-55.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.2% | -5.1% |
| 7D | +3.5% | -3.0% | +6.6% | +2.9% |
| 30D | -23.4% | -0.9% | -22.5% | -23.5% |
| 3M | -38.4% | +11.8% | -50.2% | -37.3% |
| All | -38.4% | +16.6% | -55.0% | -38.4% |
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 · Available span rolling