+19.9%
SM vs IFF
-20.3%
+40.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +4.6% | -3.2% | +7.7% | +6.0% |
| 30D | +18.2% | -0.3% | +18.5% | +18.1% |
| 3M | +22.5% | +8.4% | +14.1% | +16.4% |
| 6M | +50.6% | +23.0% | +27.5% | +28.4% |
| YTD | +108.1% | +25.5% | +82.7% | +74.1% |
| 1Y | +46.0% | +29.1% | +16.9% | +19.5% |
| 3Y | +2.9% | +31.7% | -28.8% | -20.2% |
| 5Y | +112.6% | -35.2% | +147.8% | +140.3% |
| All | +19.9% | -20.3% | +40.1% | +29.1% |
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