-71.6%
OPEN vs IFF
-21.0%
-50.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -11.9% | -0.3% | -11.6% | -11.6% |
| 3M | -28.8% | +18.6% | -47.3% | -37.8% |
| 6M | -38.6% | +17.4% | -56.0% | -47.5% |
| YTD | -47.3% | +28.5% | -75.8% | -58.6% |
| 1Y | -49.2% | +32.5% | -81.7% | -61.0% |
| 3Y | -18.8% | +34.1% | -52.8% | -39.5% |
| 5Y | -83.6% | -35.2% | -48.5% | -78.4% |
| All | -71.6% | -21.0% | -50.6% | -64.6% |
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