-62.8%
W vs IFF
-36.2%
-26.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +0.5% | -2.8% | +3.3% | +2.9% |
| 30D | -5.6% | -1.1% | -4.5% | -4.7% |
| 3M | +41.9% | +13.8% | +28.1% | +25.2% |
| 6M | +30.2% | +16.7% | +13.6% | +10.2% |
| YTD | -2.9% | +26.1% | -29.1% | -25.6% |
| 1Y | +11.6% | +33.5% | -21.9% | -19.7% |
| 3Y | +37.0% | +31.6% | +5.4% | +1.3% |
| 5Y | -62.8% | -34.9% | -28.0% | -46.2% |
| All | -62.8% | -36.2% | -26.6% | -46.2% |
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