+101.7%
IRM vs IFF
+29.0%
+72.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.4% | -3.2% | +1.7% | -0.4% |
| 30D | -7.4% | -0.3% | -7.1% | -7.4% |
| 3M | -7.4% | +8.4% | -15.8% | -10.4% |
| 6M | +8.7% | +23.0% | -14.4% | -0.8% |
| YTD | +40.9% | +25.5% | +15.5% | +27.4% |
| 1Y | +20.5% | +29.1% | -8.5% | +7.1% |
| 3Y | +101.7% | +31.7% | +70.1% | +75.9% |
| All | +101.7% | +29.0% | +72.7% | +75.9% |
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