+5,906.0%
TGT vs IFF
+830.6%
+5,075.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -5.0% | -2.8% | -2.3% | -4.0% |
| 30D | +3.0% | -1.1% | +4.2% | +3.5% |
| 3M | +22.6% | +13.8% | +8.8% | +16.2% |
| 6M | +31.2% | +16.7% | +14.5% | +21.8% |
| YTD | +63.7% | +26.1% | +37.6% | +46.9% |
| 1Y | +78.5% | +33.5% | +45.0% | +56.4% |
| 3Y | +40.5% | +31.6% | +8.9% | +22.5% |
| 5Y | -25.6% | -34.9% | +9.3% | -18.4% |
| 10Y | +204.7% | -20.3% | +225.0% | +188.2% |
| All | +5,906.0% | +830.6% | +5,075.5% | +1,720.9% |
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 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