-85.6%
SMR vs IFF
+44.8%
-130.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.1% |
| 7D | -9.5% | -3.3% | -6.2% | -8.7% |
| 30D | -33.2% | +5.3% | -38.5% | -34.6% |
| 3M | -45.9% | +8.9% | -54.8% | -47.6% |
| 6M | -57.9% | +26.3% | -84.2% | -61.4% |
| YTD | -63.8% | +32.2% | -96.0% | -66.3% |
| 1Y | -85.6% | +45.8% | -131.4% | -86.6% |
| All | -85.6% | +44.8% | -130.4% | -86.6% |
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 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