+59.1%
SO vs IFF
-36.2%
+95.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | -2.8% | +1.6% | -0.8% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | -5.9% | +13.8% | -19.7% | -7.6% |
| 6M | -7.3% | +16.7% | -24.0% | -9.6% |
| YTD | +3.1% | +26.1% | -23.0% | -0.7% |
| 1Y | -1.0% | +33.5% | -34.5% | -5.6% |
| 3Y | +43.2% | +31.6% | +11.6% | +35.7% |
| 5Y | +59.1% | -34.9% | +94.0% | +63.4% |
| All | +59.1% | -36.2% | +95.4% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling