-14.5%
Z vs IFF
-12.8%
-1.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.8% |
| 7D | -5.2% | -10.8% | +5.6% | -0.1% |
| 30D | +5.7% | -0.1% | +5.9% | +5.7% |
| 3M | -8.7% | -1.2% | -7.5% | -8.2% |
| 6M | -26.0% | +5.2% | -31.2% | -28.0% |
| YTD | -55.0% | +27.3% | -82.3% | -61.0% |
| 1Y | -58.0% | +39.2% | -97.2% | -65.3% |
| 3Y | -15.2% | +26.1% | -41.3% | -26.9% |
| 5Y | -53.8% | -37.0% | -16.8% | -45.6% |
| 10Y | -14.5% | -13.0% | -1.5% | -15.4% |
| All | -14.5% | -12.8% | -1.7% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling