+181.6%
SE vs IFF
+29.7%
+151.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -3.9% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | +30.6% | +13.8% | +16.8% | +25.4% |
| 6M | +20.8% | +16.7% | +4.1% | +14.4% |
| YTD | -15.6% | +26.1% | -41.7% | -22.0% |
| 1Y | -44.2% | +33.5% | -77.7% | -49.5% |
| All | +181.6% | +29.7% | +151.9% | +164.9% |
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