-4.0%
M vs IFF
-20.3%
+16.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.0% |
| 7D | -4.2% | -3.2% | -1.0% | -2.5% |
| 30D | -7.2% | -0.3% | -6.9% | -7.1% |
| 3M | -11.1% | +8.4% | -19.6% | -15.8% |
| 6M | +28.8% | +23.0% | +5.8% | +11.7% |
| YTD | +2.0% | +25.5% | -23.4% | -12.9% |
| 1Y | +31.3% | +29.1% | +2.2% | +9.9% |
| 3Y | +119.1% | +31.7% | +87.4% | +74.4% |
| 5Y | +29.7% | -35.2% | +64.9% | +54.3% |
| All | -4.0% | -20.3% | +16.2% | -4.7% |
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