-11.4%
RKT vs IFF
-35.8%
+24.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -6.3% | -3.2% | -3.1% | -4.5% |
| 30D | -6.2% | -0.3% | -5.9% | -6.0% |
| 3M | -1.9% | +8.4% | -10.3% | -6.4% |
| 6M | -13.0% | +23.0% | -36.0% | -22.5% |
| YTD | -31.9% | +25.5% | -57.4% | -40.3% |
| 1Y | -37.6% | +29.1% | -66.6% | -46.2% |
| 3Y | +36.8% | +31.7% | +5.2% | +16.5% |
| All | -11.4% | -35.8% | +24.4% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling