-8.7%
MSCI vs IFF
-35.8%
+27.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.2% | -3.2% | 0.0% | -2.2% |
| 30D | -1.1% | -0.3% | -0.9% | -1.1% |
| 3M | -6.3% | +8.4% | -14.8% | -8.9% |
| 6M | +2.1% | +23.0% | -20.9% | -5.9% |
| YTD | -2.3% | +25.5% | -27.7% | -11.1% |
| 1Y | -3.9% | +29.1% | -33.0% | -13.9% |
| 3Y | +7.5% | +31.7% | -24.2% | -7.4% |
| All | -8.7% | -35.8% | +27.1% | +6.7% |
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