+149.4%
MAR vs IFF
-35.8%
+185.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -3.2% | +2.6% | +0.5% |
| 30D | -5.4% | -0.3% | -5.1% | -5.4% |
| 3M | -15.5% | +8.4% | -23.9% | -18.0% |
| 6M | +3.0% | +23.0% | -20.1% | -4.8% |
| YTD | +8.5% | +25.5% | -16.9% | -0.7% |
| 1Y | +26.0% | +29.1% | -3.1% | +13.8% |
| 3Y | +68.6% | +31.7% | +36.9% | +46.6% |
| All | +149.4% | -35.8% | +185.2% | +187.1% |
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