+8,598.6%
WFC vs IFF
+833.5%
+7,765.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.7% |
| 7D | +0.4% | -3.0% | +3.5% | +1.9% |
| 30D | +2.5% | -0.9% | +3.4% | +2.8% |
| 3M | +10.0% | +11.8% | -1.9% | +3.5% |
| 6M | +15.1% | +16.5% | -1.5% | +4.3% |
| YTD | -2.2% | +26.5% | -28.7% | -15.4% |
| 1Y | +13.5% | +32.7% | -19.2% | -4.7% |
| 3Y | +135.2% | +32.0% | +103.2% | +89.8% |
| 5Y | +128.3% | -36.1% | +164.4% | +152.3% |
| 10Y | +142.4% | -20.1% | +162.4% | +125.6% |
| All | +8,598.6% | +833.5% | +7,765.1% | +2,079.9% |
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