+217.3%
RRX vs IFF
-20.3%
+237.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -0.3% | -3.2% | +2.8% | +1.1% |
| 30D | -6.1% | -0.3% | -5.9% | -6.2% |
| 3M | -23.1% | +8.4% | -31.5% | -27.3% |
| 6M | -19.5% | +23.0% | -42.6% | -28.6% |
| YTD | +16.1% | +25.5% | -9.4% | +1.5% |
| 1Y | +12.9% | +29.1% | -16.1% | -2.8% |
| 3Y | +7.9% | +31.7% | -23.7% | -10.4% |
| 5Y | +19.1% | -35.2% | +54.3% | +35.7% |
| All | +217.3% | -20.3% | +237.6% | +207.3% |
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