+185.3%
RNG vs IFF
+44.8%
+140.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.2% |
| 7D | -9.6% | -3.3% | -6.3% | -9.4% |
| 30D | -1.4% | +5.3% | -6.7% | -2.1% |
| 3M | +28.8% | +8.9% | +19.9% | +27.4% |
| 6M | +65.6% | +26.3% | +39.2% | +62.8% |
| YTD | +171.4% | +32.2% | +139.2% | +161.5% |
| 1Y | +185.3% | +45.8% | +139.6% | +171.3% |
| All | +185.3% | +44.8% | +140.5% | +171.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling