+26.8%
IP vs IFF
-12.8%
+39.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.9% |
| 7D | -3.0% | -10.8% | +7.7% | +2.2% |
| 30D | +10.6% | -0.1% | +10.8% | +10.3% |
| 3M | -13.6% | -1.2% | -12.3% | -13.3% |
| 6M | +10.4% | +5.2% | +5.2% | +7.4% |
| YTD | -6.5% | +27.3% | -33.8% | -17.5% |
| 1Y | -2.1% | +39.2% | -41.3% | -17.2% |
| 3Y | +22.0% | +26.1% | -4.1% | +5.1% |
| 5Y | -9.7% | -37.0% | +27.3% | +5.4% |
| 10Y | +26.8% | -13.0% | +39.8% | +17.6% |
| All | +26.8% | -12.8% | +39.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling