-19.5%
NOW vs IFF
+24.4%
-44.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | -5.6% | -5.7% | +0.2% | -5.0% |
| 30D | -26.8% | -2.7% | -24.0% | -26.6% |
| 3M | -19.4% | -2.3% | -17.1% | -19.3% |
| 6M | +12.3% | +6.0% | +6.3% | +11.6% |
| YTD | -32.9% | +24.6% | -57.5% | -35.5% |
| 1Y | -40.3% | +29.4% | -69.7% | -43.1% |
| All | -19.5% | +24.4% | -44.0% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling