+3,076.5%
SPY vs IFF
+453.5%
+2,623.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | +3.9% | +18.6% | -14.7% | -3.0% |
| 6M | +14.5% | +17.4% | -2.8% | +6.0% |
| YTD | +12.9% | +28.5% | -15.6% | +0.6% |
| 1Y | +19.4% | +32.5% | -13.2% | +4.6% |
| 3Y | +78.5% | +34.1% | +44.4% | +51.6% |
| 5Y | +81.8% | -35.2% | +116.9% | +97.3% |
| 10Y | +311.5% | -21.1% | +332.6% | +289.4% |
| All | +3,076.5% | +453.5% | +2,623.0% | +1,275.6% |
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