+335.4%
RF vs IFF
-19.8%
+355.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.4% |
| 30D | -4.3% | -1.1% | -3.1% | -3.9% |
| 3M | +5.9% | +13.8% | -8.0% | -0.7% |
| 6M | +14.1% | +16.7% | -2.5% | +4.2% |
| YTD | +13.8% | +26.1% | -12.3% | -0.6% |
| 1Y | +15.2% | +33.5% | -18.3% | -2.6% |
| 3Y | +90.6% | +31.6% | +59.0% | +55.7% |
| 5Y | +88.9% | -34.9% | +123.8% | +113.8% |
| All | +335.4% | -19.8% | +355.2% | +335.0% |
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 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