+1,670.2%
SM vs IFF
+440.7%
+1,229.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +4.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +31.5% | -0.3% | +31.8% | +31.4% |
| 3M | +17.3% | +18.6% | -1.2% | +5.4% |
| 6M | +48.5% | +17.4% | +31.2% | +28.2% |
| YTD | +106.3% | +28.5% | +77.8% | +68.7% |
| 1Y | +47.3% | +32.5% | +14.8% | +17.7% |
| 3Y | -1.4% | +34.1% | -35.5% | -24.1% |
| 5Y | +114.0% | -35.2% | +149.2% | +132.6% |
| 10Y | +12.5% | -21.1% | +33.6% | +12.7% |
| All | +1,670.2% | +440.7% | +1,229.5% | +652.6% |
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