+216.4%
TER vs IFF
-35.8%
+252.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +6.4% | -3.2% | +9.5% | +7.7% |
| 30D | -5.7% | -0.3% | -5.4% | -5.8% |
| 3M | -0.4% | +8.4% | -8.8% | -5.6% |
| 6M | +25.8% | +23.0% | +2.8% | +12.7% |
| YTD | +96.4% | +25.5% | +70.9% | +72.7% |
| 1Y | +229.2% | +29.1% | +200.2% | +183.4% |
| 3Y | +288.1% | +31.7% | +256.5% | +220.5% |
| All | +216.4% | -35.8% | +252.2% | +283.6% |
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