+384.5%
ALAB vs IFF
+6.4%
+378.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.0% |
| 7D | +9.6% | -3.0% | +12.7% | +9.5% |
| 30D | -5.3% | -0.9% | -4.3% | -5.3% |
| 3M | -12.0% | +11.8% | -23.9% | -12.2% |
| 6M | +145.7% | +16.5% | +129.2% | +145.2% |
| YTD | +80.7% | +26.5% | +54.1% | +78.1% |
| 1Y | +40.1% | +32.7% | +7.4% | +37.4% |
| All | +384.5% | +6.4% | +378.1% | +412.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling