-19.1%
ALC vs IFF
+29.7%
-48.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -7.7% | -2.8% | -4.9% | -7.1% |
| 30D | -11.7% | -1.1% | -10.6% | -11.5% |
| 3M | +0.7% | +13.8% | -13.2% | -2.1% |
| 6M | -17.1% | +16.7% | -33.7% | -20.4% |
| YTD | -15.1% | +26.1% | -41.3% | -21.0% |
| 1Y | -14.1% | +33.5% | -47.6% | -21.7% |
| All | -19.1% | +29.7% | -48.8% | -27.8% |
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