+74.0%
ALB vs IFF
-20.3%
+94.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -6.6% | -3.2% | -3.5% | -4.9% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | -25.7% | +8.4% | -34.1% | -29.9% |
| 6M | -29.5% | +23.0% | -52.5% | -39.6% |
| YTD | -16.2% | +25.5% | -41.7% | -30.0% |
| 1Y | +59.2% | +29.1% | +30.2% | +30.1% |
| 3Y | -33.7% | +31.7% | -65.4% | -46.0% |
| 5Y | -48.1% | -35.2% | -12.9% | -38.1% |
| All | +74.0% | -20.3% | +94.3% | +74.0% |
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