+1,831.4%
T vs IFF
+833.5%
+998.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | -3.1% | -3.0% | -0.1% | -2.2% |
| 30D | +4.6% | -0.9% | +5.5% | +4.8% |
| 3M | +12.2% | +11.8% | +0.4% | +8.0% |
| 6M | -6.5% | +16.5% | -23.0% | -12.0% |
| YTD | +4.9% | +26.5% | -21.6% | -4.1% |
| 1Y | -10.5% | +32.7% | -43.2% | -19.5% |
| 3Y | +104.6% | +32.0% | +72.6% | +79.1% |
| 5Y | +64.2% | -36.1% | +100.3% | +74.4% |
| 10Y | +68.4% | -20.1% | +88.5% | +57.7% |
| All | +1,831.4% | +833.5% | +998.0% | +541.5% |
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 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