+75.6%
ITOT vs IFF
+29.0%
+46.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | +3.6% | +8.4% | -4.9% | +1.7% |
| 6M | +13.7% | +23.0% | -9.3% | +8.2% |
| YTD | +12.9% | +25.5% | -12.5% | +6.5% |
| 1Y | +17.2% | +29.1% | -11.9% | +9.5% |
| 3Y | +75.6% | +31.7% | +44.0% | +60.3% |
| All | +75.6% | +29.0% | +46.6% | +60.3% |
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