+33.0%
Q vs IFF
+29.1%
+3.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +4.9% | -3.2% | +8.1% | +5.3% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | -15.2% | +8.4% | -23.6% | -16.8% |
| 6M | +8.8% | +23.0% | -14.2% | +3.9% |
| YTD | +55.1% | +25.5% | +29.6% | +47.9% |
| All | +33.0% | +29.1% | +3.9% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling