+271.5%
RMD vs IFF
-20.3%
+291.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.4% | -3.2% | -1.2% | -3.4% |
| 30D | -3.1% | -0.3% | -2.9% | -3.0% |
| 3M | +13.8% | +8.4% | +5.3% | +10.7% |
| 6M | -8.6% | +23.0% | -31.6% | -15.4% |
| YTD | -8.6% | +25.5% | -34.1% | -16.3% |
| 1Y | -19.7% | +29.1% | -48.7% | -27.3% |
| 3Y | +48.4% | +31.7% | +16.7% | +30.2% |
| 5Y | -22.7% | -35.2% | +12.5% | -15.7% |
| All | +271.5% | -20.3% | +291.7% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling