+2,771.1%
NOW vs IFF
+115.1%
+2,656.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | +20.5% | -2.0% | +22.5% | +21.3% |
| 3M | +18.3% | +18.5% | -0.2% | +11.0% |
| 6M | +24.1% | +11.7% | +12.4% | +16.5% |
| YTD | -7.8% | +29.6% | -37.4% | -18.5% |
| 1Y | -21.4% | +35.0% | -56.4% | -32.0% |
| 3Y | +19.5% | +32.3% | -12.7% | +0.4% |
| 5Y | +4.1% | -34.6% | +38.6% | +15.7% |
| 10Y | +826.4% | -20.6% | +847.0% | +766.9% |
| All | +2,771.1% | +115.1% | +2,656.0% | +1,914.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling