+7.4%
MSCI vs IFF
+30.1%
-22.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -1.2% | -0.9% | -0.2% | -1.0% |
| 3M | -8.4% | +11.8% | -20.2% | -10.5% |
| 6M | -1.0% | +16.5% | -17.6% | -4.7% |
| YTD | -2.3% | +26.5% | -28.8% | -8.3% |
| 1Y | -1.2% | +32.7% | -33.9% | -8.7% |
| All | +7.4% | +30.1% | -22.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling