+127.8%
AAPL vs IFF
-35.8%
+163.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.7% |
| 30D | +9.9% | -0.3% | +10.2% | +10.0% |
| 3M | +12.5% | +8.4% | +4.1% | +9.7% |
| 6M | +27.6% | +23.0% | +4.6% | +19.2% |
| YTD | +22.6% | +25.5% | -2.9% | +13.1% |
| 1Y | +45.0% | +29.1% | +15.9% | +32.2% |
| 3Y | +87.8% | +31.7% | +56.1% | +66.9% |
| All | +127.8% | -35.8% | +163.6% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling