+9,900.3%
IRM vs IFF
+254.4%
+9,645.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +3.0% | -3.0% | +6.0% | +4.0% |
| 30D | -5.2% | -0.9% | -4.3% | -5.1% |
| 3M | -8.0% | +11.8% | -19.9% | -11.9% |
| 6M | +9.2% | +16.5% | -7.4% | +2.3% |
| YTD | +41.0% | +26.5% | +14.5% | +28.5% |
| 1Y | +23.3% | +32.7% | -9.5% | +10.0% |
| 3Y | +102.8% | +32.0% | +70.8% | +80.2% |
| 5Y | +192.8% | -36.1% | +228.9% | +218.6% |
| 10Y | +439.6% | -20.1% | +459.7% | +424.1% |
| All | +9,900.3% | +254.4% | +9,645.9% | +6,181.9% |
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 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