+1,024.6%
MKTX vs IFF
+247.4%
+777.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -0.2% | -3.2% | +2.9% | +1.3% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | +40.8% | +8.4% | +32.4% | +34.4% |
| 6M | -8.0% | +23.0% | -31.0% | -19.4% |
| YTD | -8.7% | +25.5% | -34.2% | -21.2% |
| 1Y | -11.8% | +29.1% | -40.9% | -25.5% |
| 3Y | -24.0% | +31.7% | -55.7% | -39.9% |
| 5Y | -60.3% | -35.2% | -25.1% | -56.1% |
| 10Y | +5.0% | -20.7% | +25.7% | -15.3% |
| All | +1,024.6% | +247.4% | +777.2% | +130.0% |
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