+62.1%
SPG vs IFF
-20.3%
+82.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | +0.3% |
| 30D | -6.1% | -0.3% | -5.8% | -6.1% |
| 3M | -3.6% | +8.4% | -12.1% | -7.6% |
| 6M | +10.4% | +23.0% | -12.6% | -1.3% |
| YTD | +14.4% | +25.5% | -11.1% | +0.6% |
| 1Y | +16.5% | +29.1% | -12.5% | +0.7% |
| 3Y | +106.8% | +31.7% | +75.1% | +72.4% |
| 5Y | +108.9% | -35.2% | +144.1% | +138.7% |
| All | +62.1% | -20.3% | +82.3% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling