-74.2%
OPEN vs IFF
-22.9%
-51.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -11.4% | -3.2% | -8.3% | -9.3% |
| 30D | -20.1% | -0.3% | -19.8% | -19.8% |
| 3M | -37.6% | +8.4% | -46.0% | -41.6% |
| 6M | -47.1% | +23.0% | -70.1% | -56.2% |
| YTD | -52.1% | +25.5% | -77.6% | -61.7% |
| 1Y | -73.5% | +29.1% | -102.5% | -79.4% |
| 3Y | -24.4% | +31.7% | -56.0% | -43.0% |
| 5Y | -85.1% | -35.2% | -49.9% | -80.3% |
| All | -74.2% | -22.9% | -51.3% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling