+23.8%
ALC vs IFF
-20.2%
+44.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -0.1% | -2.0% | +1.9% | +0.4% |
| 3M | +5.9% | +18.5% | -12.7% | +0.7% |
| 6M | -15.9% | +11.7% | -27.6% | -19.7% |
| YTD | -10.1% | +29.6% | -39.7% | -18.3% |
| 1Y | -10.2% | +35.0% | -45.2% | -19.5% |
| 3Y | -13.6% | +32.3% | -45.8% | -23.3% |
| 5Y | -15.1% | -34.6% | +19.4% | -8.4% |
| All | +23.8% | -20.2% | +44.0% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling