-53.5%
S vs IFF
-35.4%
-18.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | +0.7% |
| 30D | -11.4% | -0.3% | -11.1% | -11.5% |
| 3M | +33.8% | +8.4% | +25.4% | +28.5% |
| 6M | +39.5% | +23.0% | +16.4% | +23.6% |
| YTD | +31.7% | +25.5% | +6.2% | +14.4% |
| 1Y | +7.0% | +29.1% | -22.1% | -9.0% |
| 3Y | +11.8% | +31.7% | -19.9% | -10.0% |
| 5Y | -69.0% | -35.2% | -33.8% | -60.6% |
| All | -53.5% | -35.4% | -18.1% | -41.3% |
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