-60.3%
Z vs IFF
+36.7%
-97.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | -6.5% | -9.8% | +3.3% | -4.3% |
| 30D | -0.1% | -1.6% | +1.5% | +0.4% |
| 3M | -14.1% | -1.8% | -12.3% | -13.7% |
| 6M | -30.1% | +3.6% | -33.7% | -30.7% |
| YTD | -57.5% | +25.4% | -82.9% | -59.6% |
| 1Y | -60.3% | +35.4% | -95.8% | -63.0% |
| All | -60.3% | +36.7% | -97.1% | -63.0% |
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