+268.9%
AMAT vs IFF
-34.7%
+303.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -12.2% | -0.3% | -11.9% | -12.3% |
| 3M | -3.8% | +18.6% | -22.4% | -11.3% |
| 6M | +45.9% | +17.4% | +28.6% | +33.9% |
| YTD | +84.6% | +28.5% | +56.2% | +61.6% |
| 1Y | +193.4% | +32.5% | +160.8% | +151.8% |
| 3Y | +228.1% | +34.1% | +194.0% | +170.8% |
| 5Y | +268.9% | -35.2% | +304.1% | +342.6% |
| All | +268.9% | -34.7% | +303.6% | +342.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling