+123.4%
ALLY vs IFF
+34.7%
+88.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +3.7% | -1.8% | +5.5% | +4.6% |
| 30D | -2.3% | -2.0% | -0.3% | -1.5% |
| 3M | +3.8% | +18.5% | -14.7% | -5.3% |
| 6M | +9.7% | +11.7% | -2.0% | +1.8% |
| YTD | -1.4% | +29.6% | -31.0% | -15.8% |
| 1Y | +8.2% | +35.0% | -26.7% | -9.9% |
| 3Y | +66.5% | +32.3% | +34.2% | +35.5% |
| 5Y | +1.2% | -34.6% | +35.8% | +16.5% |
| 10Y | +191.4% | -20.6% | +212.0% | +185.7% |
| All | +123.4% | +34.7% | +88.8% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling