+32.6%
SOLS vs IFF
+44.8%
-12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.9% | -1.7% | -5.7% |
| 7D | -8.8% | -3.3% | -5.5% | -8.3% |
| 30D | -0.6% | +5.3% | -5.9% | -1.9% |
| 3M | -9.0% | +8.9% | -17.9% | -11.0% |
| 6M | -28.7% | +26.3% | -55.0% | -33.2% |
| YTD | +19.2% | +32.2% | -13.0% | +9.3% |
| 1Y | +32.6% | +45.8% | -13.1% | +15.1% |
| All | +32.6% | +44.8% | -12.2% | +15.1% |
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