-53.2%
S vs IFF
-33.3%
-19.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -7.7% | -1.8% | -5.9% | -7.0% |
| 30D | -5.3% | -2.0% | -3.4% | -4.7% |
| 3M | +20.3% | +18.5% | +1.7% | +11.0% |
| 6M | +47.4% | +11.7% | +35.7% | +37.1% |
| YTD | +32.5% | +29.6% | +3.0% | +13.6% |
| 1Y | +9.5% | +35.0% | -25.4% | -8.7% |
| 3Y | +15.5% | +32.3% | -16.8% | -6.8% |
| 5Y | -71.2% | -34.6% | -36.6% | -64.3% |
| All | -53.2% | -33.3% | -19.9% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling