+648.6%
P vs IFF
-19.8%
+668.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -4.1% | -2.8% | -1.3% | -3.3% |
| 30D | -14.0% | -1.1% | -12.9% | -13.8% |
| 3M | +41.4% | +13.8% | +27.6% | +34.5% |
| 6M | +54.2% | +16.7% | +37.5% | +42.9% |
| YTD | +40.4% | +26.1% | +14.3% | +25.5% |
| 1Y | +16.0% | +33.5% | -17.5% | +1.1% |
| 3Y | +140.7% | +31.6% | +109.1% | +104.7% |
| 5Y | +256.3% | -34.9% | +291.2% | +292.2% |
| All | +648.6% | -19.8% | +668.4% | +657.6% |
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 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