+70.3%
T vs IFF
-20.3%
+90.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.2% |
| 30D | +7.5% | -0.3% | +7.8% | +7.5% |
| 3M | +14.8% | +8.4% | +6.4% | +12.4% |
| 6M | -1.7% | +23.0% | -24.8% | -7.2% |
| YTD | +8.7% | +25.5% | -16.8% | +1.8% |
| 1Y | -7.5% | +29.1% | -36.5% | -14.0% |
| 3Y | +110.2% | +31.7% | +78.6% | +89.1% |
| 5Y | +71.6% | -35.2% | +106.9% | +82.7% |
| All | +70.3% | -20.3% | +90.5% | +58.1% |
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