+273.7%
IR vs IFF
-19.4%
+293.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.5% | -3.2% | -1.3% | -3.2% |
| 30D | -13.9% | -0.3% | -13.7% | -13.9% |
| 3M | -0.3% | +8.4% | -8.8% | -4.1% |
| 6M | -14.3% | +23.0% | -37.4% | -22.5% |
| YTD | -7.9% | +25.5% | -33.3% | -17.7% |
| 1Y | -9.9% | +29.1% | -39.0% | -20.7% |
| 3Y | +6.5% | +31.7% | -25.1% | -9.7% |
| 5Y | +34.0% | -35.2% | +69.2% | +52.3% |
| All | +273.7% | -19.4% | +293.2% | +247.0% |
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