-38.7%
NOW vs IFF
+44.8%
-83.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.5% |
| 7D | -27.5% | -3.3% | -24.2% | -27.6% |
| 30D | -20.0% | +5.3% | -25.3% | -19.9% |
| 3M | -7.9% | +8.9% | -16.8% | -7.5% |
| 6M | +18.3% | +26.3% | -8.0% | +19.6% |
| YTD | -29.0% | +32.2% | -61.1% | -28.3% |
| 1Y | -38.7% | +45.8% | -84.5% | -37.7% |
| All | -38.7% | +44.8% | -83.5% | -37.7% |
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 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