+1,425.2%
AMAT vs IFF
-10.8%
+1,436.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | +7.0% | -5.7% | +12.7% | +9.8% |
| 30D | -20.6% | -2.7% | -17.9% | -20.2% |
| 3M | -24.8% | -2.3% | -22.4% | -24.9% |
| 6M | -10.7% | +6.0% | -16.7% | -15.6% |
| YTD | +54.3% | +24.6% | +29.7% | +31.9% |
| 1Y | +73.7% | +29.4% | +44.4% | +45.2% |
| 3Y | +168.4% | +23.1% | +145.3% | +122.7% |
| 5Y | +167.6% | -37.2% | +204.7% | +217.2% |
| 10Y | +1,425.2% | -10.8% | +1,436.0% | +1,267.1% |
| All | +1,425.2% | -10.8% | +1,436.0% | +1,267.1% |
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