-84.5%
IRE vs IFF
+32.3%
-116.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | +7.9% | -2.8% | +10.7% | +8.8% |
| 30D | +9.3% | -1.1% | +10.4% | +9.2% |
| 3M | -52.3% | +13.8% | -66.2% | -56.5% |
| 6M | -38.5% | +16.7% | -55.1% | -43.6% |
| YTD | -54.8% | +26.1% | -81.0% | -55.9% |
| All | -84.5% | +32.3% | -116.8% | -85.1% |
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 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