+284.9%
IR vs IFF
-17.5%
+302.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -13.6% | -0.3% | -13.3% | -13.5% |
| 3M | +3.7% | +18.6% | -14.9% | -3.9% |
| 6M | -13.1% | +17.4% | -30.4% | -19.8% |
| YTD | -5.1% | +28.5% | -33.6% | -16.1% |
| 1Y | -6.5% | +32.5% | -39.0% | -18.7% |
| 3Y | +8.5% | +34.1% | -25.5% | -8.7% |
| 5Y | +43.3% | -35.2% | +78.5% | +62.9% |
| All | +284.9% | -17.5% | +302.4% | +253.8% |
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