+5,524.7%
IT vs IFF
+450.4%
+5,074.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -12.7% | -2.8% | -9.9% | -11.8% |
| 30D | -8.9% | -1.1% | -7.8% | -8.5% |
| 3M | +10.1% | +13.8% | -3.7% | +4.7% |
| 6M | +7.3% | +16.7% | -9.4% | -0.5% |
| YTD | -32.4% | +26.1% | -58.5% | -39.5% |
| 1Y | -26.6% | +33.5% | -60.1% | -35.9% |
| 3Y | -51.8% | +31.6% | -83.4% | -58.6% |
| 5Y | -45.6% | -34.9% | -10.7% | -40.8% |
| 10Y | +92.4% | -20.3% | +112.7% | +83.3% |
| All | +5,524.7% | +450.4% | +5,074.3% | +2,502.6% |
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