-85.1%
OPEN vs IFF
-36.2%
-48.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.4% |
| 7D | -10.5% | -2.8% | -7.8% | -8.5% |
| 30D | -21.8% | -1.1% | -20.7% | -21.0% |
| 3M | -37.5% | +13.8% | -51.3% | -44.0% |
| 6M | -44.1% | +16.7% | -60.8% | -52.6% |
| YTD | -52.0% | +26.1% | -78.1% | -62.5% |
| 1Y | -52.2% | +33.5% | -85.7% | -64.4% |
| 3Y | -25.9% | +31.6% | -57.5% | -46.3% |
| 5Y | -85.1% | -34.9% | -50.2% | -79.1% |
| All | -85.1% | -36.2% | -48.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling