+5,131.3%
SPG vs IFF
+408.1%
+4,723.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -2.8% |
| 7D | -2.7% | -3.0% | +0.3% | -1.3% |
| 30D | -7.3% | -0.9% | -6.3% | -7.0% |
| 3M | -3.5% | +11.8% | -15.3% | -8.8% |
| 6M | +8.5% | +16.5% | -8.1% | -0.8% |
| YTD | +13.0% | +26.5% | -13.5% | -0.9% |
| 1Y | +18.0% | +32.7% | -14.7% | +0.8% |
| 3Y | +104.5% | +32.0% | +72.5% | +71.3% |
| 5Y | +102.0% | -36.1% | +138.1% | +127.0% |
| 10Y | +61.9% | -20.1% | +82.0% | +58.4% |
| All | +5,131.3% | +408.1% | +4,723.2% | +2,391.7% |
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