+228.1%
AMAT vs IFF
+33.6%
+194.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -12.2% | -0.3% | -11.9% | -12.2% |
| 3M | -3.8% | +18.6% | -22.4% | -9.1% |
| 6M | +45.9% | +17.4% | +28.6% | +37.6% |
| YTD | +84.6% | +28.5% | +56.2% | +67.9% |
| 1Y | +193.4% | +32.5% | +160.8% | +162.7% |
| 3Y | +228.1% | +34.1% | +194.0% | +201.9% |
| All | +228.1% | +33.6% | +194.5% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling