+6,604.2%
TRV vs IFF
+825.7%
+5,778.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +1.9% | -3.2% | +5.1% | +3.0% |
| 30D | +1.7% | -0.3% | +2.0% | +1.7% |
| 3M | +23.9% | +8.4% | +15.4% | +20.0% |
| 6M | +26.3% | +23.0% | +3.2% | +15.8% |
| YTD | +30.8% | +25.5% | +5.4% | +18.7% |
| 1Y | +36.3% | +29.1% | +7.3% | +22.1% |
| 3Y | +145.0% | +31.7% | +113.4% | +111.5% |
| 5Y | +163.9% | -35.2% | +199.1% | +181.6% |
| 10Y | +305.8% | -20.7% | +326.5% | +280.5% |
| All | +6,604.2% | +825.7% | +5,778.5% | +2,517.1% |
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