-82.0%
IRE vs IFF
+34.7%
-116.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.8% | +11.1% | +10.5% |
| 7D | +58.9% | -0.2% | +59.1% | +59.0% |
| 30D | +17.2% | -0.3% | +17.5% | +16.9% |
| 3M | -58.6% | +18.6% | -77.2% | -63.2% |
| 6M | -23.5% | +17.4% | -40.8% | -30.4% |
| YTD | -47.4% | +28.5% | -75.9% | -49.0% |
| All | -82.0% | +34.7% | -116.7% | -82.8% |
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 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