+6.2%
ABNB vs IFF
-35.8%
+42.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -6.5% | -3.2% | -3.3% | -5.0% |
| 30D | -5.5% | -0.3% | -5.2% | -5.3% |
| 3M | +30.0% | +8.4% | +21.6% | +25.0% |
| 6M | +27.6% | +23.0% | +4.6% | +13.8% |
| YTD | +25.4% | +25.5% | -0.1% | +9.4% |
| 1Y | +38.3% | +29.1% | +9.2% | +18.4% |
| 3Y | +15.5% | +31.7% | -16.1% | -7.3% |
| All | +6.2% | -35.8% | +42.0% | +33.0% |
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 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