+356.7%
IP vs IFF
+856.0%
-499.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -5.3% | -1.8% | -3.4% | -4.3% |
| 30D | -10.9% | -2.0% | -8.9% | -9.9% |
| 3M | +11.2% | +18.5% | -7.4% | +1.6% |
| 6M | -10.2% | +11.7% | -21.9% | -16.1% |
| YTD | -2.0% | +29.6% | -31.6% | -15.2% |
| 1Y | -19.1% | +35.0% | -54.1% | -31.6% |
| 3Y | +20.9% | +32.3% | -11.4% | +0.1% |
| 5Y | -17.8% | -34.6% | +16.7% | -6.4% |
| 10Y | +23.5% | -20.6% | +44.1% | +19.5% |
| All | +356.7% | +856.0% | -499.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling