+420.8%
RSG vs IFF
-20.3%
+441.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | 0.0% | -3.2% | +3.2% | +0.7% |
| 30D | +4.0% | -0.3% | +4.2% | +4.0% |
| 3M | +7.4% | +8.4% | -1.1% | +5.3% |
| 6M | +0.1% | +23.0% | -22.9% | -5.3% |
| YTD | +6.0% | +25.5% | -19.4% | -0.5% |
| 1Y | -3.0% | +29.1% | -32.0% | -9.7% |
| 3Y | +56.5% | +31.7% | +24.8% | +41.5% |
| 5Y | +90.9% | -35.2% | +126.1% | +104.1% |
| All | +420.8% | -20.3% | +441.1% | +393.7% |
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