-62.0%
ALNY vs IFF
+44.8%
-106.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.8% |
| 7D | -30.7% | -3.3% | -27.4% | -30.3% |
| 30D | -26.7% | +5.3% | -32.0% | -28.0% |
| 3M | -26.4% | +8.9% | -35.3% | -28.1% |
| 6M | -45.9% | +26.3% | -72.3% | -48.2% |
| YTD | -59.5% | +32.2% | -91.7% | -61.7% |
| 1Y | -62.0% | +45.8% | -107.7% | -64.0% |
| All | -62.0% | +44.8% | -106.8% | -64.0% |
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