-24.3%
WY vs IFF
+29.0%
-53.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.1% |
| 30D | -10.1% | -0.3% | -9.8% | -10.0% |
| 3M | -8.5% | +8.4% | -16.9% | -11.5% |
| 6M | -3.3% | +23.0% | -26.4% | -11.6% |
| YTD | -4.4% | +25.5% | -29.9% | -13.7% |
| 1Y | -11.5% | +29.1% | -40.5% | -21.2% |
| 3Y | -24.3% | +31.7% | -56.0% | -35.2% |
| All | -24.3% | +29.0% | -53.3% | -35.2% |
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 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