+131.7%
AG vs IFF
+34.4%
+97.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | +1.0% | -1.8% | +2.8% | +2.0% |
| 30D | +19.2% | -2.0% | +21.1% | +20.3% |
| 3M | +6.2% | +18.5% | -12.4% | -2.4% |
| 6M | -26.7% | +11.7% | -38.4% | -32.3% |
| YTD | +26.1% | +29.6% | -3.5% | +14.5% |
| 1Y | +131.7% | +35.0% | +96.7% | +115.3% |
| All | +131.7% | +34.4% | +97.2% | +115.3% |
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 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