+132.8%
WFC vs IFF
+29.7%
+103.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.3% | -2.8% | +3.1% | +0.7% |
| 30D | +2.3% | -1.1% | +3.4% | +2.4% |
| 3M | +9.8% | +13.8% | -4.1% | +7.7% |
| 6M | +15.6% | +16.7% | -1.1% | +12.5% |
| YTD | -2.4% | +26.1% | -28.6% | -6.8% |
| 1Y | +13.8% | +33.5% | -19.7% | +7.3% |
| All | +132.8% | +29.7% | +103.1% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling