+568.6%
SE vs IFF
-29.3%
+597.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.3% |
| 7D | -3.6% | -3.0% | -0.6% | -2.2% |
| 30D | -5.3% | -0.9% | -4.4% | -4.8% |
| 3M | +28.1% | +11.8% | +16.2% | +21.0% |
| 6M | +20.7% | +16.5% | +4.1% | +10.6% |
| YTD | -14.8% | +26.5% | -41.3% | -25.5% |
| 1Y | -43.6% | +32.7% | -76.3% | -52.2% |
| 3Y | +184.2% | +32.0% | +152.2% | +131.2% |
| 5Y | -66.3% | -36.1% | -30.2% | -59.6% |
| All | +568.6% | -29.3% | +597.9% | +598.1% |
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