-33.1%
ALK vs IFF
+34.4%
-67.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -0.7% | -1.8% | +1.2% | +0.4% |
| 30D | -19.2% | -2.0% | -17.3% | -18.3% |
| 3M | -1.5% | +18.5% | -20.1% | -11.2% |
| 6M | -13.1% | +11.7% | -24.7% | -20.4% |
| YTD | -16.4% | +29.6% | -46.0% | -28.3% |
| 1Y | -33.1% | +35.0% | -68.0% | -44.3% |
| All | -33.1% | +34.4% | -67.5% | -44.3% |
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