+195.8%
ON vs IFF
+347.5%
-151.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | -1.9% | -3.0% | +1.1% | 0.0% |
| 30D | -11.0% | -0.9% | -10.1% | -10.8% |
| 3M | -39.3% | +11.8% | -51.2% | -44.5% |
| 6M | +19.8% | +16.5% | +3.3% | +4.7% |
| YTD | +31.1% | +26.5% | +4.6% | +8.3% |
| 1Y | +46.0% | +32.7% | +13.3% | +16.4% |
| 3Y | -27.5% | +32.0% | -59.5% | -42.9% |
| 5Y | +56.9% | -36.1% | +93.0% | +87.7% |
| 10Y | +591.8% | -20.1% | +611.9% | +570.0% |
| All | +195.8% | +347.5% | -151.8% | -21.1% |
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