+1,449.6%
NET vs IFF
-18.3%
+1,467.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | -1.8% | -5.2% | -6.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.3% |
| 3M | +3.8% | +18.5% | -14.7% | -2.8% |
| 6M | +50.0% | +11.7% | +38.4% | +40.6% |
| YTD | +41.5% | +29.6% | +11.9% | +23.9% |
| 1Y | +32.8% | +35.0% | -2.1% | +13.5% |
| 3Y | +335.9% | +32.3% | +303.6% | +260.2% |
| 5Y | +113.8% | -34.6% | +148.4% | +133.7% |
| All | +1,449.6% | -18.3% | +1,467.8% | +1,466.7% |
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 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