+113.4%
M vs IFF
+30.1%
+83.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.6% |
| 7D | -4.1% | -3.0% | -1.0% | -2.9% |
| 30D | -13.6% | -0.9% | -12.7% | -13.3% |
| 3M | -2.3% | +11.8% | -14.1% | -7.2% |
| 6M | +21.9% | +16.5% | +5.4% | +12.6% |
| YTD | -0.6% | +26.5% | -27.1% | -12.2% |
| 1Y | +29.7% | +32.7% | -3.0% | +11.7% |
| All | +113.4% | +30.1% | +83.4% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling