+753.8%
IWM vs IFF
+346.7%
+407.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | +2.3% | -9.4% | +11.7% | +6.6% |
| 3M | -8.3% | -3.0% | -5.3% | -7.6% |
| 6M | -1.3% | +5.8% | -7.1% | -5.2% |
| YTD | +13.5% | +22.4% | -8.8% | +0.1% |
| 1Y | +18.4% | +23.0% | -4.6% | +3.9% |
| 3Y | +69.6% | +21.8% | +47.8% | +45.3% |
| 5Y | +23.3% | -39.2% | +62.5% | +41.8% |
| 10Y | +147.0% | -12.4% | +159.4% | +119.8% |
| All | +753.8% | +346.7% | +407.2% | +233.1% |
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