+6,449.5%
ABT vs IFF
+833.5%
+5,616.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.9% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +16.1% | +11.8% | +4.3% | +12.1% |
| 6M | -5.3% | +16.5% | -21.9% | -10.7% |
| YTD | -14.4% | +26.5% | -41.0% | -21.5% |
| 1Y | -18.4% | +32.7% | -51.1% | -26.4% |
| 3Y | +11.2% | +32.0% | -20.8% | -2.0% |
| 5Y | -9.4% | -36.1% | +26.7% | -2.9% |
| 10Y | +209.7% | -20.1% | +229.8% | +194.9% |
| All | +6,449.5% | +833.5% | +5,616.0% | +2,144.3% |
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