+16.0%
ALC vs IFF
-22.7%
+38.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -6.3% | -3.2% | -3.2% | -5.5% |
| 30D | -10.3% | -0.3% | -10.0% | -10.2% |
| 3M | -0.7% | +8.4% | -9.2% | -3.2% |
| 6M | -17.8% | +23.0% | -40.9% | -23.9% |
| YTD | -15.8% | +25.5% | -41.3% | -22.8% |
| 1Y | -16.7% | +29.1% | -45.8% | -24.4% |
| 3Y | -19.7% | +31.7% | -51.4% | -28.8% |
| 5Y | -19.8% | -35.2% | +15.4% | -13.2% |
| All | +16.0% | -22.7% | +38.7% | +10.1% |
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