+96.0%
ALLY vs IFF
+25.9%
+70.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.6% |
| 7D | -2.1% | -6.9% | +4.8% | +1.2% |
| 30D | +2.0% | -8.9% | +10.9% | +6.3% |
| 3M | -13.3% | -3.7% | -9.6% | -12.3% |
| 6M | -9.9% | +3.5% | -13.3% | -12.7% |
| YTD | -13.5% | +21.2% | -34.7% | -24.1% |
| 1Y | -2.8% | +25.6% | -28.4% | -16.5% |
| 3Y | +63.4% | +19.7% | +43.7% | +39.3% |
| 5Y | -10.9% | -39.8% | +29.0% | +7.0% |
| 10Y | +174.7% | -13.2% | +188.0% | +157.1% |
| All | +96.0% | +25.9% | +70.0% | +58.4% |
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