+4,532.8%
SITM vs IFF
-25.9%
+4,558.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +4.8% | -2.8% | +7.6% | +6.5% |
| 30D | -9.7% | -1.1% | -8.6% | -9.5% |
| 3M | -9.3% | +13.8% | -23.2% | -18.3% |
| 6M | +69.5% | +16.7% | +52.8% | +46.5% |
| YTD | +70.5% | +26.1% | +44.4% | +38.6% |
| 1Y | +145.3% | +33.5% | +111.7% | +89.2% |
| 3Y | +432.8% | +31.6% | +401.2% | +306.6% |
| 5Y | +174.0% | -34.9% | +208.9% | +235.3% |
| All | +4,532.8% | -25.9% | +4,558.8% | +4,264.9% |
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