+5,367.1%
O vs IFF
+346.2%
+5,021.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -2.0% | -0.3% | -1.6% | -1.9% |
| 3M | +3.0% | +18.6% | -15.6% | -3.4% |
| 6M | -3.6% | +17.4% | -21.0% | -10.3% |
| YTD | +12.1% | +28.5% | -16.4% | +0.8% |
| 1Y | +8.9% | +32.5% | -23.6% | -3.5% |
| 3Y | +30.3% | +34.1% | -3.7% | +12.4% |
| 5Y | +13.7% | -35.2% | +48.9% | +22.6% |
| 10Y | +50.3% | -21.1% | +71.4% | +43.6% |
| All | +5,367.1% | +346.2% | +5,021.0% | +2,793.6% |
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