-19.1%
SIRI vs IFF
+337.2%
-356.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | +0.6% | -3.2% | +3.7% | +1.7% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +6.6% | +8.4% | -1.8% | +3.2% |
| 6M | +32.9% | +23.0% | +9.8% | +21.6% |
| YTD | +50.5% | +25.5% | +25.0% | +36.0% |
| 1Y | +28.0% | +29.1% | -1.1% | +14.3% |
| 3Y | -22.4% | +31.7% | -54.1% | -31.8% |
| 5Y | -41.3% | -35.2% | -6.1% | -36.3% |
| 10Y | -10.4% | -20.7% | +10.3% | -15.0% |
| All | -19.1% | +337.2% | -356.4% | -56.2% |
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