+1,435.1%
RF vs IFF
+839.2%
+595.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.1% |
| 7D | -0.1% | -10.8% | +10.6% | +5.6% |
| 30D | +7.0% | -0.1% | +7.2% | +6.7% |
| 3M | -7.0% | -1.2% | -5.8% | -7.0% |
| 6M | +6.8% | +5.2% | +1.6% | +2.3% |
| YTD | +9.9% | +27.3% | -17.4% | -7.0% |
| 1Y | +21.1% | +39.2% | -18.1% | -2.7% |
| 3Y | +119.6% | +26.1% | +93.5% | +79.3% |
| 5Y | +46.2% | -37.0% | +83.2% | +65.8% |
| 10Y | +261.5% | -13.0% | +274.5% | +226.0% |
| All | +1,435.1% | +839.2% | +595.9% | +451.8% |
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