+38.2%
IWM vs IFF
-36.2%
+74.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | -4.4% | -1.1% | -3.3% | -4.1% |
| 3M | +2.2% | +13.8% | -11.6% | -2.4% |
| 6M | +14.0% | +16.7% | -2.6% | +7.0% |
| YTD | +17.4% | +26.1% | -8.8% | +6.7% |
| 1Y | +22.9% | +33.5% | -10.6% | +9.2% |
| 3Y | +62.1% | +31.6% | +30.5% | +40.8% |
| 5Y | +38.2% | -34.9% | +73.0% | +51.8% |
| All | +38.2% | -36.2% | +74.4% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling