+634.6%
P vs IFF
-12.5%
+647.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +11.6% | -1.8% | +13.4% | +12.2% |
| 30D | -23.7% | -9.4% | -14.3% | -21.6% |
| 3M | -8.0% | -3.0% | -5.0% | -7.7% |
| 6M | +27.9% | +5.8% | +22.1% | +23.5% |
| YTD | +61.2% | +22.4% | +38.8% | +44.4% |
| 1Y | +28.6% | +23.0% | +5.6% | +15.0% |
| 3Y | +200.5% | +21.8% | +178.7% | +161.5% |
| 5Y | +282.9% | -39.2% | +322.2% | +332.9% |
| All | +634.6% | -12.5% | +647.1% | +570.0% |
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