+1,707.5%
AMAT vs IFF
-21.7%
+1,729.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +6.9% | -3.0% | +10.0% | +8.4% |
| 30D | -10.1% | -0.9% | -9.2% | -10.0% |
| 3M | -6.0% | +11.8% | -17.8% | -12.4% |
| 6M | +38.6% | +16.5% | +22.1% | +25.0% |
| YTD | +83.1% | +26.5% | +56.6% | +56.9% |
| 1Y | +188.3% | +32.7% | +155.6% | +139.5% |
| 3Y | +225.3% | +32.0% | +193.3% | +161.3% |
| 5Y | +262.0% | -36.1% | +298.0% | +326.8% |
| 10Y | +1,707.5% | -20.1% | +1,727.5% | +1,618.8% |
| All | +1,707.5% | -21.7% | +1,729.2% | +1,618.8% |
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