+61.6%
AG vs IFF
-20.3%
+81.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -6.7% | -3.2% | -3.6% | -5.5% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | +15.7% | +8.4% | +7.3% | +12.0% |
| 6M | -23.8% | +23.0% | -46.8% | -29.8% |
| YTD | +17.6% | +25.5% | -7.8% | +7.6% |
| 1Y | +88.6% | +29.1% | +59.6% | +69.8% |
| 3Y | +253.4% | +31.7% | +221.8% | +216.7% |
| 5Y | +62.4% | -35.2% | +97.6% | +79.9% |
| All | +61.6% | -20.3% | +81.9% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling