+24.7%
Z vs IFF
-2.6%
+27.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.0% | -1.8% | -1.2% | -2.2% |
| 30D | -4.2% | -2.0% | -2.2% | -3.2% |
| 3M | -3.7% | +18.5% | -22.2% | -10.8% |
| 6M | -24.5% | +11.7% | -36.2% | -29.2% |
| YTD | -49.3% | +29.6% | -78.9% | -56.1% |
| 1Y | -58.7% | +35.0% | -93.6% | -64.9% |
| 3Y | -34.1% | +32.3% | -66.4% | -44.1% |
| 5Y | -64.5% | -34.6% | -30.0% | -59.5% |
| 10Y | -0.5% | -20.6% | +20.1% | -0.4% |
| All | +24.7% | -2.6% | +27.3% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling