+535.2%
P vs IFF
-2.3%
+537.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -8.0% | -3.0% | -5.0% | -7.7% |
| 6M | +27.9% | +5.8% | +22.1% | +23.4% |
| YTD | +61.2% | +22.4% | +38.8% | +44.3% |
| 1Y | +28.6% | +23.0% | +5.6% | +15.0% |
| 3Y | +200.5% | +21.8% | +178.7% | +161.7% |
| 5Y | +282.9% | -39.2% | +322.2% | +331.1% |
| 10Y | +665.9% | -12.4% | +678.3% | +598.0% |
| All | +535.2% | -2.3% | +537.6% | +506.6% |
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