+690.9%
IYR vs IFF
+381.7%
+309.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.9% | -3.0% | +2.1% | +0.4% |
| 30D | -2.4% | -0.9% | -1.4% | -2.0% |
| 3M | -2.0% | +11.8% | -13.9% | -7.4% |
| 6M | +2.5% | +16.5% | -14.1% | -6.2% |
| YTD | +8.3% | +26.5% | -18.2% | -4.8% |
| 1Y | +6.5% | +32.7% | -26.3% | -8.8% |
| 3Y | +29.3% | +32.0% | -2.7% | +8.1% |
| 5Y | +5.7% | -36.1% | +41.8% | +17.7% |
| 10Y | +69.2% | -20.1% | +89.3% | +55.7% |
| All | +690.9% | +381.7% | +309.2% | +205.2% |
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