+55.4%
IOT vs IFF
-34.8%
+90.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | -4.5% | -3.2% | -1.4% | -3.1% |
| 30D | -2.4% | -0.3% | -2.2% | -2.4% |
| 3M | +19.0% | +8.4% | +10.5% | +14.5% |
| 6M | +19.6% | +23.0% | -3.4% | +5.2% |
| YTD | +8.3% | +25.5% | -17.2% | -7.0% |
| 1Y | -0.8% | +29.1% | -29.9% | -16.6% |
| 3Y | +24.4% | +31.7% | -7.2% | -3.8% |
| All | +55.4% | -34.8% | +90.1% | +129.5% |
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