-79.5%
RAM vs IFF
+14.2%
-93.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -1.5% | -31.0% | -34.4% |
| 7D | -49.5% | -4.9% | -44.6% | -53.2% |
| 30D | -63.2% | +2.9% | -66.2% | -61.4% |
| 3M | -58.5% | -1.5% | -57.0% | -59.5% |
| All | -79.5% | +14.2% | -93.7% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling