-10.1%
ALLY vs IFF
-37.6%
+27.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.8% | -5.7% | +3.0% | -0.4% |
| 30D | +1.9% | -2.7% | +4.6% | +2.6% |
| 3M | -12.1% | -2.3% | -9.8% | -11.7% |
| 6M | -9.0% | +6.0% | -15.0% | -12.4% |
| YTD | -12.9% | +24.6% | -37.5% | -23.3% |
| 1Y | -0.1% | +29.4% | -29.5% | -13.8% |
| 3Y | +64.6% | +23.1% | +41.5% | +39.6% |
| 5Y | -10.1% | -37.2% | +27.1% | +9.2% |
| All | -10.1% | -37.6% | +27.5% | +9.2% |
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