+553.4%
SE vs IFF
-29.9%
+583.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -5.2% | -3.2% | -2.0% | -3.7% |
| 30D | -17.1% | -0.3% | -16.8% | -16.9% |
| 3M | +24.0% | +8.4% | +15.5% | +18.8% |
| 6M | +21.0% | +23.0% | -2.1% | +8.1% |
| YTD | -16.7% | +25.5% | -42.2% | -26.9% |
| 1Y | -45.9% | +29.1% | -75.0% | -53.6% |
| 3Y | +177.8% | +31.7% | +146.2% | +126.3% |
| 5Y | -67.4% | -35.2% | -32.1% | -61.1% |
| All | +553.4% | -29.9% | +583.3% | +585.0% |
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 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