-63.2%
SPCH vs IFF
+11.1%
-74.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.9% | -2.7% | -12.2% |
| 7D | -13.4% | -3.3% | -10.1% | -15.8% |
| 30D | -39.6% | +5.3% | -44.9% | -35.9% |
| 3M | -1.4% | +8.9% | -10.3% | +8.8% |
| All | -63.2% | +11.1% | -74.3% | -59.3% |
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 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 · Available span rolling