+3.1%
SM vs IFF
+29.7%
-26.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.1% | -2.8% | +4.9% | +2.3% |
| 30D | +18.1% | -1.1% | +19.2% | +18.2% |
| 3M | +17.0% | +13.8% | +3.2% | +15.4% |
| 6M | +55.4% | +16.7% | +38.8% | +50.4% |
| YTD | +108.6% | +26.1% | +82.4% | +94.3% |
| 1Y | +45.7% | +33.5% | +12.2% | +32.2% |
| All | +3.1% | +29.7% | -26.6% | -7.2% |
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