+11.5%
TPR vs IFF
+32.7%
-21.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -5.1% | -2.8% | -2.3% | -4.0% |
| 30D | -27.6% | -1.1% | -26.4% | -27.2% |
| 3M | -17.5% | +13.8% | -31.3% | -22.3% |
| 6M | -21.3% | +16.7% | -38.0% | -26.3% |
| YTD | -8.5% | +26.1% | -34.6% | -16.6% |
| 1Y | +11.5% | +33.5% | -22.0% | -1.6% |
| All | +11.5% | +32.7% | -21.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling