+182.3%
ALLY vs IFF
-19.8%
+202.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -3.3% | -2.8% | -0.5% | -1.9% |
| 30D | -4.1% | -1.1% | -2.9% | -3.6% |
| 3M | +1.4% | +13.8% | -12.4% | -5.7% |
| 6M | +14.4% | +16.7% | -2.3% | +3.8% |
| YTD | -4.9% | +26.1% | -31.1% | -17.7% |
| 1Y | +5.5% | +33.5% | -28.0% | -11.7% |
| 3Y | +66.0% | +31.6% | +34.5% | +35.1% |
| 5Y | -2.4% | -34.9% | +32.5% | +13.0% |
| All | +182.3% | -19.8% | +202.1% | +190.7% |
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