+1,381.0%
NET vs IFF
-16.6%
+1,397.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.0% |
| 7D | -16.4% | -3.3% | -13.1% | -15.6% |
| 30D | -25.8% | +5.3% | -31.1% | -27.4% |
| 3M | -11.5% | +8.9% | -20.4% | -14.7% |
| 6M | +18.9% | +26.3% | -7.4% | +6.6% |
| YTD | +35.2% | +32.2% | +3.0% | +17.2% |
| 1Y | +14.5% | +45.8% | -31.3% | -5.4% |
| 3Y | +313.8% | +28.9% | +285.0% | +245.7% |
| 5Y | +32.6% | -29.4% | +62.0% | +42.2% |
| All | +1,381.0% | -16.6% | +1,397.6% | +1,381.6% |
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