+61.5%
ALB vs IFF
+34.4%
+27.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | -1.8% | -6.2% | -7.9% |
| 30D | +6.3% | -2.0% | +8.2% | +6.4% |
| 3M | -23.6% | +18.5% | -42.1% | -25.5% |
| 6M | -24.6% | +11.7% | -36.3% | -25.8% |
| YTD | -10.3% | +29.6% | -39.8% | -16.8% |
| 1Y | +61.5% | +35.0% | +26.5% | +46.4% |
| All | +61.5% | +34.4% | +27.0% | +46.4% |
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 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