+66.9%
IYR vs IFF
-20.3%
+87.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -2.7% | -0.3% | -2.4% | -2.6% |
| 3M | -2.1% | +8.4% | -10.6% | -5.1% |
| 6M | +3.6% | +23.0% | -19.4% | -4.7% |
| YTD | +8.1% | +25.5% | -17.3% | -1.5% |
| 1Y | +4.7% | +29.1% | -24.3% | -5.8% |
| 3Y | +29.1% | +31.7% | -2.5% | +13.2% |
| 5Y | +6.9% | -35.2% | +42.1% | +16.9% |
| All | +66.9% | -20.3% | +87.2% | +56.1% |
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 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