+314.7%
SPY vs IFF
-20.3%
+335.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +3.9% | +8.4% | -4.6% | +0.9% |
| 6M | +13.6% | +23.0% | -9.4% | +5.2% |
| YTD | +12.7% | +25.5% | -12.8% | +3.2% |
| 1Y | +17.5% | +29.1% | -11.6% | +6.3% |
| 3Y | +76.9% | +31.7% | +45.3% | +54.9% |
| 5Y | +83.6% | -35.2% | +118.8% | +100.1% |
| All | +314.7% | -20.3% | +335.0% | +297.1% |
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 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