+7.0%
NET vs IFF
+40.8%
-33.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -8.6% |
| 7D | -21.2% | -4.9% | -16.3% | -22.0% |
| 30D | -31.1% | +2.9% | -34.0% | -30.6% |
| 3M | -16.5% | -1.5% | -15.1% | -16.7% |
| 6M | 0.0% | +23.3% | -23.2% | +4.2% |
| YTD | +24.0% | +30.2% | -6.2% | +30.8% |
| 1Y | +7.0% | +37.9% | -30.9% | +15.3% |
| All | +7.0% | +40.8% | -33.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling