+0.7%
ALLY vs IFF
+27.0%
-26.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +0.4% | -1.8% | +2.1% | +0.7% |
| 30D | +5.2% | -9.4% | +14.7% | +7.0% |
| 3M | -13.3% | -3.0% | -10.3% | -13.1% |
| 6M | -6.7% | +5.8% | -12.5% | -8.7% |
| YTD | -12.8% | +22.4% | -35.2% | -18.4% |
| 1Y | +0.7% | +23.0% | -22.4% | -5.5% |
| All | +0.7% | +27.0% | -26.3% | -5.5% |
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 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