+44.4%
SITM vs IFF
+44.8%
-0.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.5% | -10.6% |
| 7D | -19.5% | -3.3% | -16.2% | -20.2% |
| 30D | -43.2% | +5.3% | -48.5% | -42.4% |
| 3M | -30.8% | +8.9% | -39.7% | -29.6% |
| 6M | -28.6% | +26.3% | -54.9% | -28.9% |
| YTD | +14.2% | +32.2% | -18.0% | +18.2% |
| 1Y | +44.4% | +45.8% | -1.4% | +64.2% |
| All | +44.4% | +44.8% | -0.5% | +64.2% |
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 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