+7.5%
SMR vs IFF
-28.3%
+35.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.8% |
| 7D | +13.1% | -3.0% | +16.1% | +14.3% |
| 30D | +17.8% | -0.9% | +18.7% | +18.2% |
| 3M | +8.1% | +11.8% | -3.7% | +3.2% |
| 6M | -11.1% | +16.5% | -27.6% | -16.5% |
| YTD | -23.7% | +26.5% | -50.2% | -30.8% |
| 1Y | -69.4% | +32.7% | -102.1% | -73.0% |
| 3Y | +82.6% | +32.0% | +50.6% | +62.1% |
| All | +7.5% | -28.3% | +35.8% | +4.8% |
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