+2,417.1%
MSCI vs IFF
+167.9%
+2,249.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +0.6% | -2.0% | +2.5% | +1.4% |
| 3M | -7.1% | +18.5% | -25.6% | -15.0% |
| 6M | +0.8% | +11.7% | -10.8% | -6.9% |
| YTD | +1.0% | +29.6% | -28.6% | -14.0% |
| 1Y | +4.3% | +35.0% | -30.6% | -13.5% |
| 3Y | +9.9% | +32.3% | -22.3% | -11.5% |
| 5Y | -6.8% | -34.6% | +27.8% | +5.4% |
| 10Y | +614.7% | -20.6% | +635.3% | +541.9% |
| All | +2,417.1% | +167.9% | +2,249.2% | +733.9% |
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