+1,419.7%
RF vs IFF
+819.4%
+600.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | +1.6% |
| 30D | +4.6% | -2.7% | +7.4% | +5.7% |
| 3M | -8.4% | -2.3% | -6.1% | -7.9% |
| 6M | +8.9% | +6.0% | +2.9% | +3.9% |
| YTD | +8.8% | +24.6% | -15.8% | -7.0% |
| 1Y | +18.9% | +29.4% | -10.5% | -0.6% |
| 3Y | +116.0% | +23.1% | +92.9% | +78.5% |
| 5Y | +46.0% | -37.2% | +83.2% | +65.6% |
| 10Y | +231.7% | -10.8% | +242.5% | +195.4% |
| All | +1,419.7% | +819.4% | +600.3% | +452.2% |
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