+61.4%
AMAT vs IFF
+44.8%
+16.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -3.5% |
| 7D | -11.2% | -3.3% | -7.9% | -11.3% |
| 30D | -31.9% | +5.3% | -37.2% | -32.1% |
| 3M | -32.3% | +8.9% | -41.2% | -32.7% |
| 6M | -5.4% | +26.3% | -31.7% | -8.1% |
| YTD | +44.3% | +32.2% | +12.1% | +40.2% |
| 1Y | +61.4% | +45.8% | +15.6% | +54.9% |
| All | +61.4% | +44.8% | +16.5% | +54.9% |
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