+425.3%
M vs IFF
+505.5%
-80.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.7% | -1.8% | +6.5% | +5.8% |
| 30D | -9.6% | -2.0% | -7.7% | -8.8% |
| 3M | +0.9% | +18.5% | -17.7% | -8.9% |
| 6M | +22.3% | +11.7% | +10.6% | +12.2% |
| YTD | +6.5% | +29.6% | -23.0% | -10.2% |
| 1Y | +38.8% | +35.0% | +3.8% | +14.1% |
| 3Y | +115.9% | +32.3% | +83.6% | +74.6% |
| 5Y | +28.6% | -34.6% | +63.2% | +48.5% |
| 10Y | -2.5% | -20.6% | +18.1% | -1.9% |
| All | +425.3% | +505.5% | -80.2% | +77.2% |
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