+26.3%
M vs IFF
-36.1%
+62.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.5% |
| 7D | -4.1% | -3.0% | -1.0% | -2.7% |
| 30D | -13.6% | -0.9% | -12.7% | -13.3% |
| 3M | -2.3% | +11.8% | -14.1% | -7.7% |
| 6M | +21.9% | +16.5% | +5.4% | +11.5% |
| YTD | -0.6% | +26.5% | -27.1% | -13.1% |
| 1Y | +29.7% | +32.7% | -3.0% | +10.6% |
| 3Y | +107.3% | +32.0% | +75.3% | +70.5% |
| All | +26.3% | -36.1% | +62.4% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling