-66.5%
U vs IFF
-35.8%
-30.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.8% |
| 7D | +5.5% | -3.2% | +8.7% | +7.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | +64.6% | +8.4% | +56.1% | +55.1% |
| 6M | +119.4% | +23.0% | +96.3% | +87.0% |
| YTD | -0.5% | +25.5% | -25.9% | -18.1% |
| 1Y | +1.3% | +29.1% | -27.8% | -19.0% |
| 3Y | +15.6% | +31.7% | -16.0% | -12.2% |
| All | -66.5% | -35.8% | -30.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling