+280.7%
RNG vs IFF
+37.3%
+243.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -6.1% | -3.2% | -2.9% | -4.8% |
| 30D | +9.6% | -0.3% | +9.9% | +9.7% |
| 3M | +83.3% | +8.4% | +74.9% | +76.6% |
| 6M | +77.9% | +23.0% | +54.9% | +58.1% |
| YTD | +139.9% | +25.5% | +114.5% | +110.6% |
| 1Y | +121.7% | +29.1% | +92.6% | +91.1% |
| 3Y | +121.9% | +31.7% | +90.2% | +84.0% |
| 5Y | -68.4% | -35.2% | -33.1% | -64.2% |
| 10Y | +220.0% | -20.7% | +240.8% | +208.9% |
| All | +280.7% | +37.3% | +243.4% | +167.6% |
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