+188.9%
AMAT vs IFF
+34.4%
+154.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | -14.8% | -2.0% | -12.8% | -14.6% |
| 3M | -9.3% | +18.5% | -27.8% | -11.3% |
| 6M | +27.4% | +11.7% | +15.7% | +24.0% |
| YTD | +77.6% | +29.6% | +48.0% | +73.0% |
| 1Y | +188.9% | +35.0% | +154.0% | +179.6% |
| All | +188.9% | +34.4% | +154.5% | +179.6% |
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 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