+33.8%
SM vs IFF
+34.4%
-0.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -0.5% | -1.8% | +1.3% | -1.2% |
| 30D | +25.6% | -2.0% | +27.5% | +24.8% |
| 3M | +8.0% | +18.5% | -10.5% | +16.2% |
| 6M | +50.8% | +11.7% | +39.1% | +68.4% |
| YTD | +97.9% | +29.6% | +68.3% | +109.3% |
| 1Y | +33.8% | +35.0% | -1.2% | +36.8% |
| All | +33.8% | +34.4% | -0.6% | +36.8% |
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