-20.7%
TLT vs IFF
-20.3%
-0.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -1.6% | -3.2% | +1.5% | -1.7% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -4.9% | +8.4% | -13.3% | -4.7% |
| 6M | -5.0% | +23.0% | -28.1% | -4.7% |
| YTD | -4.4% | +25.5% | -29.8% | -3.9% |
| 1Y | -6.4% | +29.1% | -35.4% | -5.8% |
| 3Y | -2.0% | +31.7% | -33.6% | -0.6% |
| 5Y | -35.0% | -35.2% | +0.2% | -37.0% |
| All | -20.7% | -20.3% | -0.4% | -20.7% |
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