+1,378.3%
RL vs IFF
+264.0%
+1,114.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -12.2% | -0.3% | -11.9% | -12.2% |
| 3M | -6.6% | +18.6% | -25.2% | -14.3% |
| 6M | +3.2% | +17.4% | -14.2% | -5.5% |
| YTD | -1.3% | +28.5% | -29.8% | -13.7% |
| 1Y | +13.6% | +32.5% | -18.9% | -2.4% |
| 3Y | +210.9% | +34.1% | +176.8% | +160.0% |
| 5Y | +246.9% | -35.2% | +282.0% | +295.5% |
| 10Y | +310.1% | -21.1% | +331.2% | +309.5% |
| All | +1,378.3% | +264.0% | +1,114.3% | +607.5% |
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