+1,514.2%
RF vs IFF
+856.0%
+658.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | -1.8% | +3.1% | +2.3% |
| 30D | -3.6% | -2.0% | -1.7% | -2.8% |
| 3M | +8.1% | +18.5% | -10.5% | -2.0% |
| 6M | +11.5% | +11.7% | -0.2% | +2.4% |
| YTD | +15.6% | +29.6% | -14.0% | -2.7% |
| 1Y | +15.7% | +35.0% | -19.3% | -5.3% |
| 3Y | +86.9% | +32.3% | +54.6% | +49.2% |
| 5Y | +89.8% | -34.6% | +124.4% | +110.8% |
| 10Y | +344.7% | -20.6% | +365.3% | +323.5% |
| All | +1,514.2% | +856.0% | +658.1% | +477.8% |
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