+2,261.2%
NDAQ vs IFF
+339.4%
+1,921.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | -1.6% | -3.0% | +1.5% | -0.2% |
| 30D | -1.5% | -0.9% | -0.5% | -1.2% |
| 3M | +8.0% | +11.8% | -3.8% | +2.1% |
| 6M | +7.7% | +16.5% | -8.8% | -1.9% |
| YTD | -2.3% | +26.5% | -28.9% | -15.0% |
| 1Y | +0.6% | +32.7% | -32.1% | -15.0% |
| 3Y | +90.9% | +32.0% | +58.9% | +55.0% |
| 5Y | +52.5% | -36.1% | +88.5% | +69.5% |
| 10Y | +380.3% | -20.1% | +400.3% | +322.7% |
| All | +2,261.2% | +339.4% | +1,921.8% | +625.7% |
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 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