+155.2%
W vs IFF
-20.3%
+175.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | +1.4% |
| 30D | -4.2% | -0.3% | -4.0% | -4.1% |
| 3M | +26.9% | +8.4% | +18.5% | +18.4% |
| 6M | +31.2% | +23.0% | +8.2% | +10.8% |
| YTD | -1.8% | +25.5% | -27.3% | -20.0% |
| 1Y | +9.3% | +29.1% | -19.7% | -13.1% |
| 3Y | +33.2% | +31.7% | +1.5% | +7.4% |
| 5Y | -62.4% | -35.2% | -27.2% | -50.7% |
| All | +155.2% | -20.3% | +175.5% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling