-53.6%
Z vs IFF
+44.8%
-98.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.9% | +14.3% | +10.5% |
| 7D | +10.2% | -3.3% | +13.5% | +10.8% |
| 30D | +23.7% | +5.3% | +18.4% | +22.3% |
| 3M | -6.6% | +8.9% | -15.5% | -8.0% |
| 6M | -23.0% | +26.3% | -49.3% | -25.2% |
| YTD | -50.3% | +32.2% | -82.5% | -53.1% |
| 1Y | -53.6% | +45.8% | -99.3% | -57.2% |
| All | -53.6% | +44.8% | -98.4% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling