+21.9%
P vs IFF
+3.0%
+18.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.3% |
| 7D | -4.7% | -5.7% | +1.0% | -6.2% |
| 30D | -31.4% | -2.7% | -28.7% | -32.1% |
| 3M | -2.6% | -2.3% | -0.3% | -3.3% |
| 6M | +21.9% | +6.0% | +15.9% | +17.7% |
| All | +21.9% | +3.0% | +18.9% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling