+45.4%
SMR vs IFF
+29.0%
+16.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.1% | -15.4% |
| 7D | -11.2% | -3.2% | -8.1% | -9.9% |
| 30D | -10.2% | -0.3% | -9.9% | -10.1% |
| 3M | -10.0% | +8.4% | -18.5% | -14.0% |
| 6M | -30.5% | +23.0% | -53.5% | -37.3% |
| YTD | -39.2% | +25.5% | -64.7% | -46.6% |
| 1Y | -75.5% | +29.1% | -104.6% | -79.0% |
| 3Y | +45.4% | +31.7% | +13.8% | -3.2% |
| All | +45.4% | +29.0% | +16.4% | -3.2% |
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