-52.3%
TEAM vs IFF
-35.8%
-16.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -3.9% |
| 30D | +15.8% | -0.3% | +16.0% | +15.8% |
| 3M | +101.5% | +8.4% | +93.0% | +94.7% |
| 6M | +138.2% | +23.0% | +115.1% | +111.3% |
| YTD | +10.8% | +25.5% | -14.6% | -3.8% |
| 1Y | +1.7% | +29.1% | -27.4% | -13.6% |
| 3Y | -16.0% | +31.7% | -47.7% | -32.7% |
| All | -52.3% | -35.8% | -16.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling