+33.4%
AG vs IFF
+44.8%
-11.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.9% | +14.0% | +11.4% |
| 7D | -2.6% | -3.3% | +0.7% | -1.6% |
| 30D | -12.1% | +5.3% | -17.4% | -15.6% |
| 3M | -6.6% | +8.9% | -15.5% | -12.0% |
| 6M | -20.5% | +26.3% | -46.8% | -31.0% |
| YTD | -7.4% | +32.2% | -39.6% | -17.9% |
| 1Y | +33.4% | +45.8% | -12.4% | +23.1% |
| All | +33.4% | +44.8% | -11.4% | +23.1% |
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