+166.4%
IWM vs IFF
-20.3%
+186.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -0.3% | +8.4% | -8.7% | -3.8% |
| 6M | +14.7% | +23.0% | -8.3% | +4.4% |
| YTD | +17.8% | +25.5% | -7.6% | +5.8% |
| 1Y | +21.2% | +29.1% | -7.8% | +7.2% |
| 3Y | +62.3% | +31.7% | +30.7% | +38.7% |
| 5Y | +38.7% | -35.2% | +73.9% | +54.2% |
| All | +166.4% | -20.3% | +186.6% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling