+112,225.0%
AMAT vs IFF
+839.2%
+111,385.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.2% | +10.4% |
| 7D | -1.1% | -10.8% | +9.7% | +4.2% |
| 30D | -26.9% | -0.1% | -26.8% | -27.4% |
| 3M | -31.2% | -1.2% | -30.0% | -31.6% |
| 6M | -14.7% | +5.2% | -19.9% | -18.8% |
| YTD | +44.7% | +27.3% | +17.4% | +23.8% |
| 1Y | +62.0% | +39.2% | +22.7% | +32.2% |
| 3Y | +165.0% | +26.1% | +138.8% | +121.6% |
| 5Y | +147.1% | -37.0% | +184.1% | +181.4% |
| 10Y | +1,315.3% | -13.0% | +1,328.3% | +1,235.2% |
| All | +112,225.0% | +839.2% | +111,385.8% | +38,306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling