-10.2%
ALC vs IFF
+34.4%
-44.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | -0.1% | -2.0% | +1.9% | 0.0% |
| 3M | +5.9% | +18.5% | -12.7% | +4.9% |
| 6M | -15.9% | +11.7% | -27.6% | -14.1% |
| YTD | -10.1% | +29.6% | -39.7% | -14.2% |
| 1Y | -10.2% | +35.0% | -45.2% | -17.0% |
| All | -10.2% | +34.4% | -44.6% | -17.0% |
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 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