-9.1%
T vs IFF
+34.4%
-43.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | -1.8% | +0.6% | -1.2% |
| 30D | +11.4% | -2.0% | +13.3% | +11.4% |
| 3M | +14.3% | +18.5% | -4.2% | +12.9% |
| 6M | -9.3% | +11.7% | -20.9% | -9.6% |
| YTD | +7.1% | +29.6% | -22.5% | +4.5% |
| 1Y | -9.1% | +35.0% | -44.1% | -13.5% |
| All | -9.1% | +34.4% | -43.5% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling