+19.6%
RSG vs IFF
+44.8%
-25.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.1% |
| 7D | +5.1% | -3.3% | +8.4% | +5.2% |
| 30D | +15.3% | +5.3% | +10.0% | +15.5% |
| 3M | +18.6% | +8.9% | +9.7% | +18.9% |
| 6M | +19.5% | +26.3% | -6.8% | +20.5% |
| YTD | +17.2% | +32.2% | -15.0% | +17.1% |
| 1Y | +19.6% | +45.8% | -26.2% | +19.5% |
| All | +19.6% | +44.8% | -25.3% | +19.5% |
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