+1,178.9%
RRC vs IFF
+825.7%
+353.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -1.8% | -3.2% | +1.4% | -0.6% |
| 30D | +2.7% | -0.3% | +2.9% | +2.7% |
| 3M | +8.8% | +8.4% | +0.4% | +4.9% |
| 6M | -1.2% | +23.0% | -24.2% | -11.2% |
| YTD | +17.6% | +25.5% | -7.9% | +4.2% |
| 1Y | +18.4% | +29.1% | -10.6% | +3.4% |
| 3Y | +33.1% | +31.7% | +1.4% | +11.0% |
| 5Y | +148.2% | -35.2% | +183.4% | +165.5% |
| 10Y | +4.3% | -20.7% | +25.0% | -1.9% |
| All | +1,178.9% | +825.7% | +353.2% | +547.8% |
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