+16.0%
P vs IFF
+32.7%
-16.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -4.1% | -2.8% | -1.3% | -4.4% |
| 30D | -14.0% | -1.1% | -12.9% | -14.0% |
| 3M | +41.4% | +13.8% | +27.6% | +42.9% |
| 6M | +54.2% | +16.7% | +37.5% | +54.6% |
| YTD | +40.4% | +26.1% | +14.3% | +36.8% |
| 1Y | +16.0% | +33.5% | -17.5% | +13.1% |
| All | +16.0% | +32.7% | -16.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling