+519.9%
RVMD vs IFF
+29.0%
+490.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.0% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | +36.5% | +8.4% | +28.1% | +32.0% |
| 6M | +104.6% | +23.0% | +81.6% | +86.5% |
| YTD | +155.8% | +25.5% | +130.4% | +127.6% |
| 1Y | +340.7% | +29.1% | +311.6% | +284.2% |
| 3Y | +519.9% | +31.7% | +488.3% | +268.4% |
| All | +519.9% | +29.0% | +490.9% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling