+2,762.0%
MSCI vs IFF
+150.6%
+2,611.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.2% |
| 7D | -0.7% | -6.9% | +6.3% | +2.7% |
| 30D | +16.2% | -8.9% | +25.0% | +21.0% |
| 3M | +16.1% | -3.7% | +19.8% | +17.6% |
| 6M | +12.9% | +3.5% | +9.5% | +9.6% |
| YTD | +14.8% | +21.2% | -6.4% | +0.4% |
| 1Y | +13.8% | +25.6% | -11.8% | -2.5% |
| 3Y | +31.2% | +19.7% | +11.5% | +11.0% |
| 5Y | +5.6% | -39.8% | +45.4% | +24.4% |
| 10Y | +806.4% | -13.2% | +819.7% | +654.6% |
| All | +2,762.0% | +150.6% | +2,611.4% | +874.0% |
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