+1,851.9%
TER vs IFF
-20.3%
+1,872.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +6.4% | -3.2% | +9.5% | +7.9% |
| 30D | -5.7% | -0.3% | -5.4% | -5.8% |
| 3M | -0.4% | +8.4% | -8.8% | -5.9% |
| 6M | +25.8% | +23.0% | +2.8% | +12.1% |
| YTD | +96.4% | +25.5% | +70.9% | +71.8% |
| 1Y | +229.2% | +29.1% | +200.2% | +181.7% |
| 3Y | +288.1% | +31.7% | +256.5% | +220.4% |
| 5Y | +219.9% | -35.2% | +255.2% | +269.7% |
| All | +1,851.9% | -20.3% | +1,872.2% | +1,811.8% |
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