-39.8%
NOW vs IFF
+27.0%
-66.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +0.3% | -1.8% | +2.0% | +0.3% |
| 30D | -27.0% | -9.4% | -17.5% | -27.1% |
| 3M | -19.6% | -3.0% | -16.7% | -19.7% |
| 6M | +17.5% | +5.8% | +11.7% | +18.4% |
| YTD | -33.3% | +22.4% | -55.6% | -32.6% |
| 1Y | -39.8% | +23.0% | -62.9% | -38.4% |
| All | -39.8% | +27.0% | -66.8% | -38.4% |
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