+17.6%
ABNB vs IFF
-15.1%
+32.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -6.5% | -3.2% | -3.3% | -5.2% |
| 30D | -5.5% | -0.3% | -5.2% | -5.3% |
| 3M | +30.0% | +8.4% | +21.6% | +25.5% |
| 6M | +27.6% | +23.0% | +4.6% | +15.0% |
| YTD | +25.4% | +25.5% | -0.1% | +10.9% |
| 1Y | +38.3% | +29.1% | +9.2% | +20.3% |
| 3Y | +15.5% | +31.7% | -16.1% | -4.3% |
| 5Y | +3.0% | -35.2% | +38.2% | +17.2% |
| All | +17.6% | -15.1% | +32.7% | +26.2% |
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