+236.1%
ALNY vs IFF
-20.3%
+256.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -6.5% | -3.2% | -3.4% | -5.7% |
| 30D | +11.0% | -0.3% | +11.3% | +11.2% |
| 3M | -14.1% | +8.4% | -22.5% | -16.0% |
| 6M | -22.4% | +23.0% | -45.4% | -27.2% |
| YTD | -37.5% | +25.5% | -62.9% | -41.9% |
| 1Y | -46.9% | +29.1% | -76.0% | -51.2% |
| 3Y | +22.1% | +31.7% | -9.6% | +9.4% |
| 5Y | +31.2% | -35.2% | +66.4% | +41.2% |
| All | +236.1% | -20.3% | +256.4% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling