+8.6%
M vs IFF
-6.3%
+15.0%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.2% |
| 7D | +7.0% | -1.8% | +8.8% | +7.8% |
| 30D | +8.9% | -9.4% | +18.3% | +12.4% |
| All | +8.6% | -6.3% | +15.0% | +11.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling