+167.2%
ALLY vs IFF
-12.5%
+179.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +0.4% | -1.8% | +2.1% | +1.2% |
| 30D | +5.2% | -9.4% | +14.7% | +10.0% |
| 3M | -13.3% | -3.0% | -10.3% | -12.6% |
| 6M | -6.7% | +5.8% | -12.5% | -10.6% |
| YTD | -12.8% | +22.4% | -35.2% | -24.0% |
| 1Y | +0.7% | +23.0% | -22.4% | -12.7% |
| 3Y | +65.2% | +21.8% | +43.4% | +39.0% |
| 5Y | -10.1% | -39.2% | +29.1% | +8.3% |
| All | +167.2% | -12.5% | +179.7% | +171.9% |
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