-5.8%
Z vs IFF
-21.4%
+15.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.1% |
| 30D | -3.7% | -0.3% | -3.4% | -3.5% |
| 3M | -7.0% | +18.6% | -25.5% | -14.1% |
| 6M | -29.5% | +17.4% | -46.9% | -35.6% |
| YTD | -52.6% | +28.5% | -81.0% | -59.0% |
| 1Y | -64.0% | +32.5% | -96.5% | -69.4% |
| 3Y | -36.4% | +34.1% | -70.5% | -46.9% |
| 5Y | -65.8% | -35.2% | -30.6% | -60.3% |
| 10Y | -5.8% | -21.1% | +15.3% | -4.1% |
| All | -5.8% | -21.4% | +15.6% | -4.1% |
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 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