+6,037.1%
SO vs IFF
+848.0%
+5,189.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -3.2% | -0.3% | -2.9% | -3.2% |
| 3M | -1.7% | +18.6% | -20.3% | -5.6% |
| 6M | -7.2% | +17.4% | -24.6% | -11.4% |
| YTD | +4.6% | +28.5% | -23.9% | -2.3% |
| 1Y | +1.2% | +32.5% | -31.3% | -6.3% |
| 3Y | +45.3% | +34.1% | +11.2% | +32.0% |
| 5Y | +58.7% | -35.2% | +93.9% | +66.0% |
| 10Y | +155.9% | -21.1% | +176.9% | +147.2% |
| All | +6,037.1% | +848.0% | +5,189.1% | +2,954.3% |
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