+1,593.8%
META vs IFF
+106.4%
+1,487.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +3.3% | -9.8% | +13.1% | +6.9% |
| 30D | -10.8% | -1.6% | -9.1% | -10.6% |
| 3M | +7.9% | -1.8% | +9.7% | +8.2% |
| 6M | +5.4% | +3.6% | +1.7% | +3.1% |
| YTD | -2.6% | +25.4% | -28.0% | -12.5% |
| 1Y | +1.9% | +35.4% | -33.6% | -11.3% |
| 3Y | +97.0% | +23.9% | +73.1% | +73.3% |
| 5Y | +97.6% | -37.1% | +134.8% | +121.8% |
| 10Y | +436.0% | -10.3% | +446.3% | +393.5% |
| All | +1,593.8% | +106.4% | +1,487.4% | +1,209.6% |
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