+526.5%
P vs IFF
-0.5%
+527.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.6% |
| 7D | -4.7% | -5.7% | +1.0% | -2.9% |
| 30D | -31.4% | -2.7% | -28.7% | -31.1% |
| 3M | -2.6% | -2.3% | -0.3% | -2.5% |
| 6M | +21.9% | +6.0% | +15.9% | +17.7% |
| YTD | +58.9% | +24.6% | +34.3% | +41.6% |
| 1Y | +21.7% | +29.4% | -7.6% | +6.9% |
| 3Y | +193.3% | +23.1% | +170.2% | +154.8% |
| 5Y | +275.1% | -37.2% | +312.3% | +317.1% |
| 10Y | +655.3% | -10.8% | +666.1% | +584.8% |
| All | +526.5% | -0.5% | +527.0% | +495.1% |
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 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