-15.6%
Z vs IFF
-12.5%
-3.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.8% |
| 30D | +5.2% | -9.4% | +14.6% | +10.2% |
| 3M | -17.0% | -3.0% | -14.0% | -15.8% |
| 6M | -22.7% | +5.8% | -28.5% | -24.9% |
| YTD | -56.3% | +22.4% | -78.7% | -61.4% |
| 1Y | -57.7% | +23.0% | -80.7% | -62.8% |
| 3Y | -16.5% | +21.8% | -38.3% | -26.9% |
| 5Y | -53.4% | -39.2% | -14.2% | -44.2% |
| All | -15.6% | -12.5% | -3.2% | -16.1% |
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