-45.9%
SE vs IFF
+33.4%
-79.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.2% | -3.2% | -2.0% | -4.3% |
| 30D | -17.1% | -0.3% | -16.8% | -16.9% |
| 3M | +24.0% | +8.4% | +15.5% | +21.3% |
| 6M | +21.0% | +23.0% | -2.1% | +14.9% |
| YTD | -16.7% | +25.5% | -42.2% | -20.1% |
| 1Y | -45.9% | +29.1% | -75.0% | -47.4% |
| All | -45.9% | +33.4% | -79.3% | -47.4% |
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