+0.8%
NOW vs IFF
-35.9%
+36.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -4.1% | -3.0% | -1.1% | -3.3% |
| 30D | +2.9% | -0.9% | +3.8% | +3.1% |
| 3M | +22.6% | +11.8% | +10.7% | +18.6% |
| 6M | +7.5% | +16.5% | -9.0% | +1.1% |
| YTD | -14.4% | +26.5% | -40.9% | -22.1% |
| 1Y | -29.8% | +32.7% | -62.5% | -37.4% |
| 3Y | +9.2% | +32.0% | -22.8% | -7.6% |
| 5Y | +0.8% | -36.1% | +36.9% | +20.3% |
| All | +0.8% | -35.9% | +36.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling