+140.2%
NI vs IFF
-20.3%
+160.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -10.6% | +8.4% | -19.0% | -12.7% |
| 6M | -9.3% | +23.0% | -32.4% | -15.0% |
| YTD | +1.1% | +25.5% | -24.3% | -5.9% |
| 1Y | +3.4% | +29.1% | -25.7% | -4.8% |
| 3Y | +67.9% | +31.7% | +36.2% | +50.3% |
| 5Y | +98.0% | -35.2% | +133.2% | +111.7% |
| All | +140.2% | -20.3% | +160.4% | +117.3% |
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 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