+3,452.6%
ALNY vs IFF
+281.9%
+3,170.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -6.5% | -3.2% | -3.4% | -5.2% |
| 30D | +11.0% | -0.3% | +11.3% | +11.2% |
| 3M | -14.1% | +8.4% | -22.5% | -17.2% |
| 6M | -22.4% | +23.0% | -45.4% | -30.3% |
| YTD | -37.5% | +25.5% | -62.9% | -44.7% |
| 1Y | -46.9% | +29.1% | -76.0% | -53.9% |
| 3Y | +22.1% | +31.7% | -9.6% | +1.0% |
| 5Y | +31.2% | -35.2% | +66.4% | +46.0% |
| 10Y | +256.3% | -20.7% | +277.0% | +215.9% |
| All | +3,452.6% | +281.9% | +3,170.6% | +1,077.6% |
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