+25.7%
MMM vs IFF
-36.2%
+62.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.2% | -2.8% | -0.5% | -2.3% |
| 30D | -10.7% | -1.1% | -9.6% | -10.4% |
| 3M | +4.3% | +13.8% | -9.5% | -0.8% |
| 6M | +5.9% | +16.7% | -10.8% | -1.1% |
| YTD | +3.2% | +26.1% | -23.0% | -6.4% |
| 1Y | +8.0% | +33.5% | -25.5% | -4.2% |
| 3Y | +99.1% | +31.6% | +67.5% | +73.8% |
| 5Y | +25.7% | -34.9% | +60.6% | +34.0% |
| All | +25.7% | -36.2% | +62.0% | +34.0% |
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 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