+38.3%
S vs IFF
+22.2%
+16.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +2.0% | -1.8% | +3.7% | +2.5% |
| 30D | -2.7% | -9.4% | +6.7% | -0.7% |
| 3M | -6.9% | -3.0% | -3.9% | -6.8% |
| 6M | +38.1% | +5.8% | +32.3% | +34.6% |
| YTD | +48.0% | +22.4% | +25.6% | +34.5% |
| 1Y | +34.5% | +23.0% | +11.4% | +21.6% |
| 3Y | +38.3% | +21.8% | +16.6% | +20.0% |
| All | +38.3% | +22.2% | +16.1% | +20.0% |
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