-47.4%
ALK vs IFF
-12.5%
-34.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -2.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.1% |
| 30D | +7.7% | -9.4% | +17.1% | +13.3% |
| 3M | -19.0% | -3.0% | -16.0% | -18.0% |
| 6M | -0.2% | +5.8% | -6.0% | -3.9% |
| YTD | -23.5% | +22.4% | -45.9% | -32.5% |
| 1Y | -9.1% | +23.0% | -32.2% | -20.1% |
| 3Y | +12.0% | +21.8% | -9.7% | -3.8% |
| 5Y | -30.9% | -39.2% | +8.4% | -15.0% |
| All | -47.4% | -12.5% | -34.9% | -50.8% |
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 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