+2,874.5%
V vs IFF
+198.6%
+2,675.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +1.9% | -0.3% | +2.2% | +2.0% |
| 3M | +15.5% | +18.6% | -3.0% | +7.0% |
| 6M | +16.6% | +17.4% | -0.8% | +6.6% |
| YTD | +5.7% | +28.5% | -22.7% | -7.7% |
| 1Y | +8.6% | +32.5% | -24.0% | -7.0% |
| 3Y | +52.5% | +34.1% | +18.5% | +24.6% |
| 5Y | +67.1% | -35.2% | +102.3% | +84.7% |
| 10Y | +376.8% | -21.1% | +397.9% | +335.4% |
| All | +2,874.5% | +198.6% | +2,675.9% | +990.3% |
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