+11.9%
ACN vs IFF
+44.8%
-32.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.4% |
| 7D | +8.6% | -3.3% | +11.9% | +9.0% |
| 30D | +36.6% | +5.3% | +31.3% | +35.8% |
| 3M | +56.3% | +8.9% | +47.4% | +54.7% |
| 6M | +49.7% | +26.3% | +23.3% | +46.2% |
| YTD | +1.3% | +32.2% | -30.8% | -2.8% |
| 1Y | +11.9% | +45.8% | -33.8% | +5.0% |
| All | +11.9% | +44.8% | -32.9% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling