+12.1%
S vs IFF
+29.7%
-17.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.1% | -2.8% | +2.8% | +0.8% |
| 30D | -11.8% | -1.1% | -10.7% | -11.6% |
| 3M | +33.9% | +13.8% | +20.1% | +28.7% |
| 6M | +40.1% | +16.7% | +23.4% | +31.7% |
| YTD | +32.1% | +26.1% | +5.9% | +19.2% |
| 1Y | +11.0% | +33.5% | -22.5% | -2.9% |
| All | +12.1% | +29.7% | -17.6% | -10.0% |
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