+14,784.7%
TER vs IFF
+848.0%
+13,936.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.6% |
| 7D | +11.0% | -0.2% | +11.1% | +11.0% |
| 30D | -1.9% | -0.3% | -1.6% | -2.0% |
| 3M | -0.7% | +18.6% | -19.2% | -10.9% |
| 6M | +36.4% | +17.4% | +19.0% | +22.7% |
| YTD | +92.4% | +28.5% | +64.0% | +64.0% |
| 1Y | +213.5% | +32.5% | +181.0% | +160.3% |
| 3Y | +277.2% | +34.1% | +243.2% | +203.5% |
| 5Y | +219.1% | -35.2% | +254.3% | +266.5% |
| 10Y | +1,744.2% | -21.1% | +1,765.3% | +1,687.2% |
| All | +14,784.7% | +848.0% | +13,936.7% | +3,985.1% |
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