+4,789.7%
SITM vs IFF
-26.3%
+4,816.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.8% |
| 7D | +3.9% | -3.2% | +7.0% | +5.7% |
| 30D | -6.6% | -0.3% | -6.3% | -6.8% |
| 3M | -11.9% | +8.4% | -20.3% | -18.3% |
| 6M | +81.1% | +23.0% | +58.1% | +51.3% |
| YTD | +80.0% | +25.5% | +54.5% | +46.6% |
| 1Y | +145.8% | +29.1% | +116.8% | +93.9% |
| 3Y | +475.9% | +31.7% | +444.2% | +338.9% |
| 5Y | +189.2% | -35.2% | +224.4% | +254.9% |
| All | +4,789.7% | -26.3% | +4,816.0% | +4,519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling