+26.7%
Q vs IFF
+33.3%
-6.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.2% | -1.8% | +2.1% | +0.5% |
| 30D | -11.1% | -2.0% | -9.2% | -10.9% |
| 3M | -22.1% | +18.5% | -40.7% | -25.0% |
| 6M | +0.5% | +11.7% | -11.2% | -2.9% |
| YTD | +47.8% | +29.6% | +18.2% | +40.4% |
| All | +26.7% | +33.3% | -6.6% | +20.0% |
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 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