+369.5%
ALAB vs IFF
+5.5%
+364.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.3% |
| 7D | -6.2% | -3.2% | -3.0% | -6.3% |
| 30D | -8.7% | -0.3% | -8.4% | -8.6% |
| 3M | -20.7% | +8.4% | -29.2% | -20.8% |
| 6M | +133.5% | +23.0% | +110.5% | +132.9% |
| YTD | +75.1% | +25.5% | +49.6% | +72.6% |
| 1Y | +25.0% | +29.1% | -4.0% | +23.1% |
| All | +369.5% | +5.5% | +364.0% | +396.4% |
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