+18.1%
RRX vs IFF
-35.8%
+53.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -0.3% | -3.2% | +2.8% | +0.9% |
| 30D | -6.1% | -0.3% | -5.9% | -6.1% |
| 3M | -23.1% | +8.4% | -31.5% | -26.8% |
| 6M | -19.5% | +23.0% | -42.6% | -27.6% |
| YTD | +16.1% | +25.5% | -9.4% | +3.3% |
| 1Y | +12.9% | +29.1% | -16.1% | -0.9% |
| 3Y | +7.9% | +31.7% | -23.7% | -8.1% |
| All | +18.1% | -35.8% | +53.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling