+34,147.2%
LOW vs IFF
+825.7%
+33,321.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.7% | -3.2% | -0.6% | -2.4% |
| 30D | -8.9% | -0.3% | -8.6% | -8.8% |
| 3M | -10.4% | +8.4% | -18.9% | -13.8% |
| 6M | -19.4% | +23.0% | -42.4% | -27.2% |
| YTD | -17.1% | +25.5% | -42.6% | -26.0% |
| 1Y | -26.3% | +29.1% | -55.3% | -35.2% |
| 3Y | -9.9% | +31.7% | -41.5% | -23.3% |
| 5Y | +6.1% | -35.2% | +41.3% | +18.5% |
| 10Y | +230.8% | -20.7% | +251.6% | +214.4% |
| All | +34,147.2% | +825.7% | +33,321.5% | +8,462.5% |
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