+961.1%
MELI vs IFF
-20.3%
+981.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -4.1% | -3.2% | -0.9% | -2.8% |
| 30D | +3.8% | -0.3% | +4.1% | +4.0% |
| 3M | +17.8% | +8.4% | +9.4% | +13.7% |
| 6M | +7.4% | +23.0% | -15.6% | -3.2% |
| YTD | -5.8% | +25.5% | -31.3% | -16.5% |
| 1Y | -18.9% | +29.1% | -47.9% | -29.4% |
| 3Y | +33.3% | +31.7% | +1.7% | +8.7% |
| 5Y | +2.7% | -35.2% | +37.9% | +19.3% |
| All | +961.1% | -20.3% | +981.4% | +931.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling