+363.0%
NDAQ vs IFF
-20.3%
+383.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -4.4% | -0.3% | -4.1% | -4.3% |
| 3M | +5.9% | +8.4% | -2.6% | +3.2% |
| 6M | +7.7% | +23.0% | -15.3% | +0.2% |
| YTD | -5.2% | +25.5% | -30.6% | -12.8% |
| 1Y | -3.4% | +29.1% | -32.4% | -12.2% |
| 3Y | +85.6% | +31.7% | +54.0% | +63.0% |
| 5Y | +49.5% | -35.2% | +84.7% | +63.2% |
| All | +363.0% | -20.3% | +383.3% | +330.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling