+7.5%
IR vs IFF
+30.1%
-22.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.9% | -3.0% | +1.1% | -0.8% |
| 30D | -15.0% | -0.9% | -14.1% | -14.8% |
| 3M | -0.4% | +11.8% | -12.3% | -4.6% |
| 6M | -15.0% | +16.5% | -31.6% | -20.4% |
| YTD | -7.1% | +26.5% | -33.6% | -15.6% |
| 1Y | -7.5% | +32.7% | -40.2% | -17.7% |
| All | +7.5% | +30.1% | -22.6% | -3.7% |
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