+252.8%
SPOT vs IFF
-23.1%
+275.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +8.2% | +8.4% | -0.3% | +5.6% |
| 6M | +2.2% | +23.0% | -20.8% | -4.8% |
| YTD | -9.5% | +25.5% | -34.9% | -16.8% |
| 1Y | -23.8% | +29.1% | -52.9% | -30.8% |
| 3Y | +233.5% | +31.7% | +201.8% | +189.1% |
| 5Y | +112.2% | -35.2% | +147.4% | +132.2% |
| All | +252.8% | -23.1% | +275.9% | +250.3% |
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