+23.7%
IP vs IFF
-14.6%
+38.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | 0.0% | -9.8% | +9.8% | +4.9% |
| 30D | +9.4% | -1.6% | +11.0% | +9.9% |
| 3M | -14.1% | -1.8% | -12.3% | -13.6% |
| 6M | +9.2% | +3.6% | +5.5% | +6.9% |
| YTD | -7.5% | +25.4% | -32.9% | -17.8% |
| 1Y | -2.8% | +35.4% | -38.2% | -16.7% |
| 3Y | +21.2% | +23.9% | -2.7% | +5.3% |
| 5Y | -11.5% | -37.1% | +25.7% | +3.4% |
| 10Y | +23.7% | -10.3% | +34.0% | +13.6% |
| All | +23.7% | -14.6% | +38.2% | +13.6% |
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