+188.3%
AMAT vs IFF
+31.7%
+156.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +6.9% | -3.0% | +10.0% | +7.1% |
| 30D | -10.1% | -0.9% | -9.2% | -10.1% |
| 3M | -6.0% | +11.8% | -17.8% | -7.4% |
| 6M | +38.6% | +16.5% | +22.1% | +35.3% |
| YTD | +83.1% | +26.5% | +56.6% | +78.7% |
| 1Y | +188.3% | +32.7% | +155.6% | +177.7% |
| All | +188.3% | +31.7% | +156.6% | +177.7% |
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