+14.8%
IP vs IFF
+22.4%
-7.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +2.9% |
| 7D | -5.1% | -11.2% | +6.1% | +0.4% |
| 30D | +8.5% | -1.8% | +10.3% | +9.0% |
| 3M | -13.8% | -1.8% | -12.0% | -13.4% |
| 6M | +5.7% | +0.6% | +5.1% | +4.4% |
| YTD | -9.1% | +24.6% | -33.7% | -18.9% |
| 1Y | -0.8% | +34.4% | -35.2% | -14.4% |
| 3Y | +14.8% | +22.1% | -7.3% | -8.7% |
| All | +14.8% | +22.4% | -7.6% | -8.7% |
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