-0.2%
ALK vs IFF
+30.1%
-30.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -3.0% | -3.0% | +0.1% | -1.3% |
| 30D | -14.6% | -0.9% | -13.7% | -14.1% |
| 3M | -10.6% | +11.8% | -22.4% | -16.1% |
| 6M | -6.7% | +16.5% | -23.2% | -14.6% |
| YTD | -19.8% | +26.5% | -46.3% | -29.8% |
| 1Y | -35.2% | +32.7% | -67.9% | -44.9% |
| All | -0.2% | +30.1% | -30.2% | -20.5% |
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 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