+26.6%
IP vs IFF
+31.4%
-4.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -5.3% | -1.8% | -3.4% | -4.4% |
| 30D | -10.9% | -2.0% | -8.9% | -10.0% |
| 3M | +11.2% | +18.5% | -7.4% | +2.5% |
| 6M | -10.2% | +11.7% | -21.9% | -15.5% |
| YTD | -2.0% | +29.6% | -31.6% | -13.6% |
| 1Y | -19.1% | +35.0% | -54.1% | -30.0% |
| All | +26.6% | +31.4% | -4.7% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling