+39,615.9%
RMD vs IFF
+274.4%
+39,341.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -4.7% | -3.0% | -1.7% | -3.8% |
| 30D | +0.2% | -0.9% | +1.2% | +0.6% |
| 3M | +12.0% | +11.8% | +0.2% | +7.8% |
| 6M | -12.5% | +16.5% | -29.1% | -17.6% |
| YTD | -7.9% | +26.5% | -34.4% | -15.8% |
| 1Y | -20.4% | +32.7% | -53.1% | -28.5% |
| 3Y | +53.1% | +32.0% | +21.1% | +35.1% |
| 5Y | -22.1% | -36.1% | +13.9% | -15.5% |
| 10Y | +275.4% | -20.1% | +295.5% | +261.8% |
| All | +39,615.9% | +274.4% | +39,341.5% | +22,767.4% |
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