+26.0%
MAR vs IFF
+33.4%
-7.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -3.2% | +2.6% | +0.4% |
| 30D | -5.4% | -0.3% | -5.1% | -5.4% |
| 3M | -15.5% | +8.4% | -23.9% | -17.6% |
| 6M | +3.0% | +23.0% | -20.1% | -3.5% |
| YTD | +8.5% | +25.5% | -16.9% | -0.4% |
| 1Y | +26.0% | +29.1% | -3.1% | +13.9% |
| All | +26.0% | +33.4% | -7.4% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling