-48.8%
SE vs IFF
+44.8%
-93.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.3% | +5.7% |
| 7D | +6.7% | -3.3% | +10.0% | +7.4% |
| 30D | -17.2% | +5.3% | -22.5% | -18.9% |
| 3M | -28.0% | +8.9% | -36.9% | -30.2% |
| 6M | -6.1% | +26.3% | -32.5% | -12.9% |
| YTD | -37.1% | +32.2% | -69.3% | -40.7% |
| 1Y | -48.8% | +45.8% | -94.5% | -50.8% |
| All | -48.8% | +44.8% | -93.6% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling