-37.5%
U vs IFF
-19.1%
-18.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +3.0% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | +48.4% | +18.6% | +29.9% | +34.2% |
| 6M | +115.4% | +17.4% | +98.0% | +92.2% |
| YTD | -3.2% | +28.5% | -31.7% | -19.5% |
| 1Y | -6.0% | +32.5% | -38.6% | -23.9% |
| 3Y | +13.5% | +34.1% | -20.6% | -10.4% |
| 5Y | -68.0% | -35.2% | -32.8% | -63.3% |
| All | -37.5% | -19.1% | -18.4% | -19.4% |
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