+604.3%
MTUM vs IFF
+51.9%
+552.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -3.2% | +3.9% | +1.7% |
| 30D | -2.4% | -0.3% | -2.2% | -2.5% |
| 3M | -3.6% | +8.4% | -12.1% | -6.7% |
| 6M | +23.7% | +23.0% | +0.6% | +14.4% |
| YTD | +22.9% | +25.5% | -2.6% | +12.3% |
| 1Y | +21.8% | +29.1% | -7.3% | +9.9% |
| 3Y | +114.4% | +31.7% | +82.8% | +87.3% |
| 5Y | +79.6% | -35.2% | +114.8% | +95.3% |
| 10Y | +356.2% | -20.7% | +377.0% | +326.6% |
| All | +604.3% | +51.9% | +552.4% | +373.8% |
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