+24.3%
W vs IFF
+44.8%
-20.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.9% | +15.9% | +12.6% |
| 7D | +8.4% | -3.3% | +11.7% | +9.2% |
| 30D | +16.5% | +5.3% | +11.2% | +13.3% |
| 3M | +6.4% | +8.9% | -2.5% | +1.7% |
| 6M | +90.5% | +26.3% | +64.2% | +71.9% |
| YTD | +23.1% | +32.2% | -9.1% | +7.1% |
| 1Y | +24.3% | +45.8% | -21.5% | +1.8% |
| All | +24.3% | +44.8% | -20.6% | +1.8% |
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 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