+5,715.5%
OMC vs IFF
+830.6%
+4,884.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -6.2% | -2.8% | -3.4% | -5.3% |
| 30D | -7.6% | -1.1% | -6.4% | -7.2% |
| 3M | +7.4% | +13.8% | -6.4% | +2.2% |
| 6M | +0.1% | +16.7% | -16.5% | -6.8% |
| YTD | +0.4% | +26.1% | -25.7% | -9.5% |
| 1Y | +7.8% | +33.5% | -25.7% | -5.1% |
| 3Y | +11.8% | +31.6% | -19.8% | -2.7% |
| 5Y | +32.5% | -34.9% | +67.3% | +43.7% |
| 10Y | +34.2% | -20.3% | +54.5% | +29.1% |
| All | +5,715.5% | +830.6% | +4,884.9% | +2,492.3% |
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 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