-11.3%
ABT vs IFF
-35.8%
+24.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -5.9% | -3.2% | -2.7% | -5.3% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | +14.5% | +8.4% | +6.1% | +12.5% |
| 6M | -6.3% | +23.0% | -29.3% | -10.9% |
| YTD | -17.1% | +25.5% | -42.6% | -21.8% |
| 1Y | -21.4% | +29.1% | -50.4% | -26.4% |
| 3Y | +5.9% | +31.7% | -25.7% | -4.1% |
| All | -11.3% | -35.8% | +24.5% | -5.4% |
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