-2.4%
ALLY vs IFF
-36.2%
+33.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.3% | -2.8% | -0.5% | -2.1% |
| 30D | -4.1% | -1.1% | -2.9% | -3.7% |
| 3M | +1.4% | +13.8% | -12.4% | -4.6% |
| 6M | +14.4% | +16.7% | -2.3% | +5.5% |
| YTD | -4.9% | +26.1% | -31.1% | -15.9% |
| 1Y | +5.5% | +33.5% | -28.0% | -9.4% |
| 3Y | +66.0% | +31.6% | +34.5% | +38.1% |
| 5Y | -2.4% | -34.9% | +32.5% | +10.1% |
| All | -2.4% | -36.2% | +33.9% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling