+467.7%
M vs IFF
+471.8%
-4.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.0% |
| 7D | +7.0% | -1.8% | +8.8% | +8.1% |
| 30D | +8.9% | -9.4% | +18.3% | +14.6% |
| 3M | +4.5% | -3.0% | +7.5% | +5.7% |
| 6M | +36.2% | +5.8% | +30.4% | +30.3% |
| YTD | +15.1% | +22.4% | -7.2% | -0.3% |
| 1Y | +27.4% | +23.0% | +4.4% | +10.0% |
| 3Y | +160.1% | +21.8% | +138.4% | +119.8% |
| 5Y | -1.6% | -39.2% | +37.7% | +18.7% |
| 10Y | -7.7% | -12.4% | +4.7% | -11.7% |
| All | +467.7% | +471.8% | -4.1% | +96.8% |
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