+201.7%
RL vs IFF
+30.1%
+171.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -0.3% | -3.0% | +2.8% | +1.0% |
| 30D | -17.5% | -0.9% | -16.6% | -17.2% |
| 3M | -14.0% | +11.8% | -25.8% | -18.5% |
| 6M | -2.0% | +16.5% | -18.5% | -9.1% |
| YTD | -4.6% | +26.5% | -31.1% | -15.0% |
| 1Y | +9.5% | +32.7% | -23.2% | -4.6% |
| All | +201.7% | +30.1% | +171.6% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling