+475.9%
SITM vs IFF
+29.0%
+446.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.7% |
| 7D | +3.9% | -3.2% | +7.0% | +4.9% |
| 30D | -6.6% | -0.3% | -6.3% | -6.7% |
| 3M | -11.9% | +8.4% | -20.3% | -16.2% |
| 6M | +81.1% | +23.0% | +58.1% | +57.8% |
| YTD | +80.0% | +25.5% | +54.5% | +52.7% |
| 1Y | +145.8% | +29.1% | +116.8% | +102.5% |
| 3Y | +475.9% | +31.7% | +444.2% | +342.3% |
| All | +475.9% | +29.0% | +446.9% | +342.3% |
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