+73.7%
AMAT vs IFF
+33.7%
+40.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.0% |
| 7D | +7.0% | -5.7% | +12.7% | +6.7% |
| 30D | -20.6% | -2.7% | -17.9% | -20.9% |
| 3M | -24.8% | -2.3% | -22.4% | -25.1% |
| 6M | -10.7% | +6.0% | -16.7% | -11.9% |
| YTD | +54.3% | +24.6% | +29.7% | +51.8% |
| 1Y | +73.7% | +29.4% | +44.4% | +71.1% |
| All | +73.7% | +33.7% | +40.0% | +71.1% |
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 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