+292.2%
TER vs IFF
+30.1%
+262.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.6% |
| 7D | +12.4% | -3.0% | +15.4% | +13.4% |
| 30D | +5.1% | -0.9% | +6.0% | +5.2% |
| 3M | +4.0% | +11.8% | -7.9% | -1.5% |
| 6M | +29.5% | +16.5% | +13.0% | +20.5% |
| YTD | +98.5% | +26.5% | +72.0% | +78.1% |
| 1Y | +234.1% | +32.7% | +201.4% | +192.1% |
| All | +292.2% | +30.1% | +262.1% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling