+21.2%
IP vs IFF
-21.4%
+42.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -11.2% | -0.3% | -10.9% | -11.1% |
| 3M | +12.3% | +18.6% | -6.2% | +3.6% |
| 6M | -5.2% | +17.4% | -22.6% | -12.9% |
| YTD | -4.0% | +28.5% | -32.4% | -15.3% |
| 1Y | -19.2% | +32.5% | -51.7% | -29.8% |
| 3Y | +20.3% | +34.1% | -13.7% | +0.9% |
| 5Y | -17.5% | -35.2% | +17.7% | -5.4% |
| 10Y | +21.2% | -21.1% | +42.2% | +16.5% |
| All | +21.2% | -21.4% | +42.6% | +16.5% |
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 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